+414.3%
VUG vs BIIB
-26.2%
+440.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -0.5% | -1.7% | +1.2% | -0.2% |
| 30D | -1.0% | +4.0% | -4.9% | -1.6% |
| 3M | +3.5% | +8.6% | -5.1% | +1.7% |
| 6M | +14.2% | +14.0% | +0.2% | +11.0% |
| YTD | +8.5% | +23.4% | -14.9% | +3.7% |
| 1Y | +12.9% | +45.9% | -33.0% | +4.5% |
| 3Y | +85.6% | -16.1% | +101.8% | +86.9% |
| 5Y | +78.1% | -27.6% | +105.7% | +80.6% |
| All | +414.3% | -26.2% | +440.5% | +389.1% |
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