+24.9%
VTEB vs BIIB
-26.4%
+51.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -0.7% |
| 7D | -1.2% | -4.0% | +2.8% | -1.2% |
| 30D | -2.9% | +5.7% | -8.5% | -2.9% |
| 3M | -3.2% | +10.9% | -14.1% | -3.3% |
| 6M | -2.6% | +14.3% | -17.0% | -2.8% |
| YTD | -1.8% | +22.4% | -24.2% | -2.1% |
| 1Y | +0.2% | +51.1% | -50.8% | -0.3% |
| 3Y | +8.2% | -16.8% | +25.0% | +8.2% |
| 5Y | +0.8% | -28.1% | +29.0% | +0.8% |
| 10Y | +17.7% | -27.2% | +44.9% | +17.7% |
| All | +24.9% | -26.4% | +51.3% | +25.3% |
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