+1,205.2%
VST vs BIIB
-18.3%
+1,223.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +7.1% |
| 7D | -0.5% | +2.4% | -2.9% | -0.7% |
| 30D | -17.1% | +12.9% | -30.0% | -17.8% |
| 3M | -4.6% | +22.6% | -27.2% | -6.0% |
| 6M | -9.1% | +31.7% | -40.8% | -11.1% |
| YTD | -16.6% | +44.8% | -61.4% | -19.3% |
| 1Y | -29.5% | +63.9% | -93.4% | -32.5% |
| 3Y | +297.5% | +13.5% | +284.1% | +289.4% |
| 5Y | +654.5% | -5.6% | +660.2% | +644.8% |
| 10Y | +1,205.2% | -20.3% | +1,225.6% | +1,146.6% |
| All | +1,205.2% | -18.3% | +1,223.5% | +1,146.6% |
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