+148.0%
VXUS vs BIIB
-28.4%
+176.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | +0.3% | -5.4% | +5.6% | +1.0% |
| 30D | +0.7% | +1.7% | -1.1% | +0.4% |
| 3M | +4.8% | +5.8% | -1.1% | +3.7% |
| 6M | +11.3% | +11.9% | -0.6% | +9.3% |
| YTD | +16.5% | +19.7% | -3.2% | +13.2% |
| 1Y | +24.3% | +46.7% | -22.5% | +17.5% |
| 3Y | +74.5% | -18.6% | +93.1% | +75.7% |
| 5Y | +54.3% | -29.8% | +84.1% | +55.9% |
| All | +148.0% | -28.4% | +176.4% | +141.9% |
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