+213.7%
VT vs BIIB
-14.6%
+228.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | 0.0% |
| 7D | -2.3% | -2.1% | -0.2% | -2.0% |
| 30D | -5.0% | +11.8% | -16.7% | -6.5% |
| 3M | -4.9% | +20.4% | -25.3% | -7.4% |
| 6M | -1.5% | +30.2% | -31.8% | -5.6% |
| YTD | +8.5% | +41.1% | -32.6% | +2.5% |
| 1Y | +11.4% | +58.4% | -47.1% | +3.4% |
| 3Y | +70.1% | -0.1% | +70.2% | +66.7% |
| 5Y | +53.7% | -10.9% | +64.6% | +50.8% |
| All | +213.7% | -14.6% | +228.2% | +192.5% |
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