+219.2%
VT vs BIIB
-21.3%
+240.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -0.1% | +1.7% | -1.9% | -0.4% |
| 30D | -3.1% | +12.2% | -15.3% | -4.7% |
| 3M | -3.5% | +22.3% | -25.8% | -6.3% |
| 6M | +0.5% | +30.9% | -30.4% | -3.7% |
| YTD | +10.8% | +43.9% | -33.1% | +4.4% |
| 1Y | +11.9% | +62.1% | -50.2% | +3.5% |
| 3Y | +73.0% | +12.7% | +60.3% | +66.7% |
| 5Y | +58.6% | -5.1% | +63.7% | +54.3% |
| 10Y | +219.2% | -21.9% | +241.1% | +197.9% |
| All | +219.2% | -21.3% | +240.5% | +197.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling