-100.0%
VIVK vs BIIB
+339.0%
-439.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.4% |
| 7D | -9.5% | -4.0% | -5.4% | -9.5% |
| 30D | -35.1% | +5.7% | -40.8% | -35.1% |
| 3M | -93.4% | +10.9% | -104.3% | -93.3% |
| 6M | -98.0% | +14.3% | -112.3% | -98.0% |
| YTD | -97.9% | +22.4% | -120.3% | -97.8% |
| 1Y | -100.0% | +51.1% | -151.0% | -100.0% |
| 3Y | -100.0% | -16.8% | -83.2% | -100.0% |
| 5Y | -100.0% | -28.1% | -71.9% | -100.0% |
| 10Y | -100.0% | -27.2% | -72.8% | -100.0% |
| All | -100.0% | +339.0% | -439.0% | -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 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