+588.9%
VST vs BIIB
-11.1%
+600.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.8% | +8.7% | +10.5% |
| 7D | -9.8% | -2.1% | -7.7% | -9.7% |
| 30D | -25.1% | +11.8% | -36.9% | -25.5% |
| 3M | -11.6% | +20.4% | -32.0% | -12.2% |
| 6M | -20.9% | +30.2% | -51.2% | -22.0% |
| YTD | -22.3% | +41.1% | -63.4% | -23.9% |
| 1Y | -32.0% | +58.4% | -90.5% | -34.1% |
| 3Y | +262.4% | -0.1% | +262.5% | +264.5% |
| All | +588.9% | -11.1% | +600.1% | +599.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling