+175.8%
VSH vs BIIB
-26.8%
+202.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.4% |
| 7D | +3.1% | -4.0% | +7.1% | +3.9% |
| 30D | -5.7% | +5.7% | -11.4% | -6.9% |
| 3M | -42.5% | +10.9% | -53.4% | -44.2% |
| 6M | +82.7% | +14.3% | +68.3% | +75.7% |
| YTD | +118.2% | +22.4% | +95.8% | +106.0% |
| 1Y | +109.7% | +51.1% | +58.6% | +88.4% |
| 3Y | +35.3% | -16.8% | +52.1% | +35.6% |
| 5Y | +65.6% | -28.1% | +93.7% | +67.3% |
| All | +175.8% | -26.8% | +202.6% | +162.2% |
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