+61.8%
VNQ vs BIIB
-26.2%
+88.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.3% | -1.7% | +0.4% | -1.1% |
| 30D | -2.6% | +4.0% | -6.5% | -3.1% |
| 3M | -2.0% | +8.6% | -10.6% | -3.3% |
| 6M | +4.3% | +14.0% | -9.7% | +2.0% |
| YTD | +9.2% | +23.4% | -14.2% | +5.4% |
| 1Y | +5.6% | +45.9% | -40.3% | -0.6% |
| 3Y | +30.8% | -16.1% | +47.0% | +31.5% |
| 5Y | +8.0% | -27.6% | +35.5% | +8.9% |
| All | +61.8% | -26.2% | +88.0% | +56.6% |
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