+64.3%
VUG vs BIIB
-6.4%
+70.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | -7.0% | +10.5% | -17.5% | -8.8% |
| 3M | -3.7% | +24.3% | -28.0% | -7.6% |
| 6M | -1.6% | +28.0% | -29.6% | -6.7% |
| YTD | +5.1% | +44.0% | -38.8% | -3.2% |
| 1Y | +3.8% | +58.8% | -55.1% | -6.6% |
| 3Y | +79.9% | +12.7% | +67.1% | +71.3% |
| All | +64.3% | -6.4% | +70.7% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling