+325.3%
VWO vs BIIB
+434.8%
-109.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.2% | -5.4% | +5.5% | +1.4% |
| 30D | +0.9% | +1.7% | -0.8% | +0.4% |
| 3M | +4.3% | +5.8% | -1.6% | +2.4% |
| 6M | +10.5% | +11.9% | -1.4% | +6.7% |
| YTD | +13.4% | +19.7% | -6.4% | +7.4% |
| 1Y | +18.6% | +46.7% | -28.2% | +6.8% |
| 3Y | +65.8% | -18.6% | +84.4% | +68.7% |
| 5Y | +35.2% | -29.8% | +65.0% | +38.4% |
| 10Y | +116.6% | -28.8% | +145.5% | +88.2% |
| All | +325.3% | +434.8% | -109.5% | +21.5% |
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 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