+291.1%
VRSN vs BIIB
-26.2%
+317.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | +3.8% | +4.0% | -0.2% | +3.1% |
| 3M | +5.0% | +8.6% | -3.6% | +3.5% |
| 6M | +24.9% | +14.0% | +10.9% | +21.9% |
| YTD | +21.6% | +23.4% | -1.8% | +16.8% |
| 1Y | +2.4% | +45.9% | -43.5% | -4.4% |
| 3Y | +47.3% | -16.1% | +63.5% | +48.6% |
| 5Y | +34.7% | -27.6% | +62.3% | +36.6% |
| All | +291.1% | -26.2% | +317.2% | +267.4% |
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