-49.4%
VG vs BIIB
+76.5%
-125.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | -7.7% | +1.7% | -9.4% | -7.8% |
| 30D | -8.8% | +12.2% | -21.0% | -9.3% |
| 3M | -15.6% | +22.3% | -37.9% | -16.7% |
| 6M | +5.2% | +30.9% | -25.7% | +2.9% |
| YTD | +76.9% | +43.9% | +33.0% | +67.9% |
| 1Y | +42.5% | +62.1% | -19.6% | +29.8% |
| All | -49.4% | +76.5% | -125.9% | -63.1% |
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