+3,525.0%
VMC vs BIIB
+6,983.3%
-3,458.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | -1.3% |
| 7D | -0.5% | -1.6% | +1.1% | -0.4% |
| 30D | -9.1% | +2.2% | -11.3% | -9.3% |
| 3M | -4.1% | +10.3% | -14.5% | -5.1% |
| 6M | -5.5% | +14.9% | -20.5% | -6.9% |
| YTD | -8.9% | +20.7% | -29.7% | -10.6% |
| 1Y | -12.9% | +50.3% | -63.3% | -16.3% |
| 3Y | +22.1% | -18.0% | +40.1% | +23.0% |
| 5Y | +52.7% | -33.9% | +86.6% | +55.2% |
| 10Y | +152.7% | -30.9% | +183.7% | +146.0% |
| All | +3,525.0% | +6,983.3% | -3,458.3% | +2,766.4% |
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 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