+225.7%
VIK vs BIIB
+0.7%
+225.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.9% | -1.7% | +0.7% | -0.6% |
| 30D | -18.4% | +4.0% | -22.4% | -19.3% |
| 3M | -8.8% | +8.6% | -17.4% | -11.0% |
| 6M | +17.1% | +14.0% | +3.1% | +12.2% |
| YTD | +19.0% | +23.4% | -4.3% | +11.3% |
| 1Y | +30.1% | +45.9% | -15.8% | +16.5% |
| All | +225.7% | +0.7% | +225.0% | +196.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling