+770.6%
VFC vs BIIB
+7,261.0%
-6,490.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | -11.6% | +6.9% | -18.5% | -12.2% |
| 3M | -18.1% | +12.4% | -30.5% | -19.0% |
| 6M | -27.4% | +16.3% | -43.6% | -28.5% |
| YTD | -24.8% | +25.5% | -50.3% | -26.6% |
| 1Y | -8.2% | +57.8% | -66.0% | -12.1% |
| 3Y | -29.1% | -17.3% | -11.8% | -28.4% |
| 5Y | -79.2% | -33.8% | -45.4% | -78.8% |
| 10Y | -68.1% | -29.6% | -38.5% | -68.7% |
| All | +770.6% | +7,261.0% | -6,490.4% | +607.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling