-50.0%
VTRS vs BIIB
-26.2%
-23.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -2.2% | -1.7% | -0.5% | -1.9% |
| 30D | +3.3% | +4.0% | -0.6% | +2.5% |
| 3M | +2.0% | +8.6% | -6.6% | +0.2% |
| 6M | +19.9% | +14.0% | +5.9% | +16.5% |
| YTD | +35.7% | +23.4% | +12.3% | +29.4% |
| 1Y | +68.1% | +45.9% | +22.2% | +54.9% |
| 3Y | +87.1% | -16.1% | +103.2% | +87.9% |
| 5Y | +47.6% | -27.6% | +75.2% | +49.2% |
| All | -50.0% | -26.2% | -23.8% | -54.3% |
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 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