+1,216.9%
VST vs BIIB
-29.5%
+1,246.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.6% |
| 7D | +8.9% | +1.1% | +7.8% | +8.8% |
| 30D | +6.2% | +6.9% | -0.7% | +5.7% |
| 3M | -2.7% | +12.4% | -15.1% | -3.7% |
| 6M | -8.4% | +16.3% | -24.6% | -9.7% |
| YTD | -7.2% | +25.5% | -32.7% | -9.2% |
| 1Y | -20.9% | +57.8% | -78.7% | -24.3% |
| 3Y | +384.0% | -17.3% | +401.3% | +387.2% |
| 5Y | +757.1% | -33.8% | +790.9% | +770.7% |
| All | +1,216.9% | -29.5% | +1,246.4% | +1,163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling