-11.1%
VRSK vs BIIB
-28.1%
+17.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -5.2% | -1.7% | -3.5% | -4.9% |
| 30D | -2.3% | +4.0% | -6.3% | -2.9% |
| 3M | -2.9% | +8.6% | -11.5% | -4.3% |
| 6M | -12.8% | +14.0% | -26.8% | -14.9% |
| YTD | -20.8% | +23.4% | -44.2% | -23.9% |
| 1Y | -33.2% | +45.9% | -79.1% | -37.6% |
| 3Y | -26.6% | -16.1% | -10.4% | -25.9% |
| All | -11.1% | -28.1% | +17.0% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling