+1,238.2%
VST vs BIIB
-32.2%
+1,270.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.9% |
| 7D | +9.9% | -1.6% | +11.5% | +10.0% |
| 30D | +7.9% | +2.2% | +5.7% | +7.7% |
| 3M | +3.4% | +10.3% | -6.9% | +2.5% |
| 6M | -4.1% | +14.9% | -19.0% | -5.5% |
| YTD | -5.7% | +20.7% | -26.4% | -7.5% |
| 1Y | -18.9% | +50.3% | -69.2% | -22.1% |
| 3Y | +359.1% | -18.0% | +377.0% | +362.0% |
| 5Y | +766.9% | -33.9% | +800.8% | +780.3% |
| All | +1,238.2% | -32.2% | +1,270.4% | +1,187.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling