+48.7%
STLA vs BIIB
-30.8%
+79.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.7% |
| 7D | +0.4% | -5.4% | +5.7% | +1.5% |
| 30D | -5.2% | +1.7% | -6.9% | -5.5% |
| 3M | -24.9% | +5.8% | -30.7% | -25.8% |
| 6M | -25.2% | +11.9% | -37.1% | -27.2% |
| YTD | -51.4% | +19.7% | -71.2% | -53.7% |
| 1Y | -40.7% | +46.7% | -87.4% | -45.9% |
| 3Y | -66.3% | -18.6% | -47.6% | -66.0% |
| 5Y | -63.2% | -29.8% | -33.5% | -62.7% |
| 10Y | +48.7% | -28.8% | +77.6% | +36.0% |
| All | +48.7% | -30.8% | +79.6% | +36.0% |
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 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