-25.5%
VFC vs BIIB
-19.0%
-6.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | +0.1% |
| 7D | +0.8% | -1.6% | +2.5% | +1.6% |
| 30D | -11.9% | +2.2% | -14.1% | -13.1% |
| 3M | -20.2% | +10.3% | -30.5% | -25.2% |
| 6M | -23.0% | +14.9% | -37.9% | -30.6% |
| YTD | -26.2% | +20.7% | -47.0% | -36.7% |
| 1Y | -13.3% | +50.3% | -63.7% | -36.6% |
| 3Y | -25.5% | -18.0% | -7.5% | -20.6% |
| All | -25.5% | -19.0% | -6.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling