+1,088.3%
VST vs BIIB
-20.0%
+1,108.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.9% |
| 7D | +19.2% | +2.7% | +16.5% | +19.0% |
| 30D | -17.2% | +9.4% | -26.6% | -17.7% |
| 3M | -8.1% | +19.9% | -28.1% | -9.4% |
| 6M | -8.1% | +25.6% | -33.8% | -9.9% |
| YTD | -16.3% | +42.3% | -58.6% | -18.9% |
| 1Y | -24.1% | +55.1% | -79.2% | -27.1% |
| 3Y | +300.2% | +11.4% | +288.8% | +292.6% |
| 5Y | +645.9% | -7.4% | +653.3% | +637.3% |
| 10Y | +1,152.2% | -21.5% | +1,173.7% | +1,101.9% |
| All | +1,088.3% | -20.0% | +1,108.4% | +1,029.6% |
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 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