+145.7%
VMC vs BIIB
-26.2%
+171.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -3.8% | -1.7% | -2.1% | -3.6% |
| 30D | -9.7% | +4.0% | -13.7% | -10.1% |
| 3M | -9.6% | +8.6% | -18.2% | -10.6% |
| 6M | -4.8% | +14.0% | -18.8% | -6.5% |
| YTD | -10.9% | +23.4% | -34.3% | -13.2% |
| 1Y | -15.6% | +45.9% | -61.5% | -19.4% |
| 3Y | +19.3% | -16.1% | +35.5% | +19.8% |
| 5Y | +48.0% | -27.6% | +75.6% | +48.5% |
| All | +145.7% | -26.2% | +171.9% | +134.4% |
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