-38.8%
STLA vs BIIB
+55.8%
-94.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +2.6% | +1.1% | +1.5% | +2.4% |
| 30D | -1.2% | +6.9% | -8.1% | -2.2% |
| 3M | -24.8% | +12.4% | -37.2% | -26.2% |
| 6M | -25.6% | +16.3% | -41.8% | -27.4% |
| YTD | -48.9% | +25.5% | -74.4% | -52.0% |
| 1Y | -38.8% | +57.8% | -96.6% | -48.8% |
| All | -38.8% | +55.8% | -94.5% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling