+262.4%
VST vs BIIB
-0.5%
+262.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.8% | +8.7% | +10.7% |
| 7D | -9.8% | -2.1% | -7.7% | -9.9% |
| 30D | -25.1% | +11.8% | -36.9% | -24.5% |
| 3M | -11.6% | +20.4% | -32.0% | -10.4% |
| 6M | -20.9% | +30.2% | -51.2% | -19.4% |
| YTD | -22.3% | +41.1% | -63.4% | -20.6% |
| 1Y | -32.0% | +58.4% | -90.5% | -30.3% |
| 3Y | +262.4% | -0.1% | +262.5% | +256.1% |
| All | +262.4% | -0.5% | +262.8% | +256.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling