-100.0%
VIVK vs BIIB
+68.6%
-168.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +2.2% | -29.7% | -27.4% |
| 7D | -68.7% | +4.3% | -72.9% | -68.6% |
| 30D | -90.0% | +13.8% | -103.8% | -89.9% |
| 3M | -98.1% | +22.1% | -120.1% | -98.0% |
| 6M | -99.9% | +35.9% | -135.8% | -99.9% |
| YTD | -99.9% | +44.6% | -144.5% | -99.9% |
| 1Y | -100.0% | +70.4% | -170.4% | -100.0% |
| All | -100.0% | +68.6% | -168.6% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling