+296.7%
VST vs BIIB
+13.5%
+283.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.0% |
| 7D | +6.6% | +2.0% | +4.5% | +6.7% |
| 30D | -12.4% | +8.8% | -21.2% | -11.8% |
| 3M | -9.0% | +20.3% | -29.3% | -7.7% |
| 6M | -6.4% | +23.9% | -30.3% | -4.7% |
| YTD | -17.2% | +44.0% | -61.2% | -15.1% |
| 1Y | -22.0% | +53.8% | -75.8% | -19.9% |
| 3Y | +296.7% | +13.8% | +282.8% | +298.0% |
| All | +296.7% | +13.5% | +283.2% | +298.0% |
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