-79.0%
VFC vs BIIB
-34.6%
-44.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -2.3% | -5.4% | +3.0% | -0.7% |
| 30D | -13.4% | +1.7% | -15.1% | -13.9% |
| 3M | -23.7% | +5.8% | -29.5% | -25.5% |
| 6M | -24.5% | +11.9% | -36.4% | -28.0% |
| YTD | -27.8% | +19.7% | -47.6% | -33.3% |
| 1Y | -13.5% | +46.7% | -60.2% | -25.4% |
| 3Y | -27.1% | -18.6% | -8.5% | -29.3% |
| 5Y | -79.0% | -29.8% | -49.2% | -77.4% |
| All | -79.0% | -34.6% | -44.5% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling