-100.0%
VIVK vs BIIB
-16.5%
-83.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.4% |
| 7D | -4.4% | -1.7% | -2.7% | -4.4% |
| 30D | -40.8% | +4.0% | -44.8% | -40.7% |
| 3M | -94.1% | +8.6% | -102.7% | -94.1% |
| 6M | -98.2% | +14.0% | -112.2% | -98.1% |
| YTD | -98.0% | +23.4% | -121.4% | -98.0% |
| 1Y | -100.0% | +45.9% | -145.9% | -100.0% |
| 3Y | -100.0% | -16.1% | -83.8% | -100.0% |
| All | -100.0% | -16.5% | -83.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling