+1.5%
STLA vs BIIB
-20.7%
+22.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -13.8% | +2.0% | -15.8% | -14.1% |
| 30D | -10.5% | +8.8% | -19.4% | -12.1% |
| 3M | -28.9% | +20.3% | -49.2% | -31.5% |
| 6M | -49.7% | +23.9% | -73.6% | -52.1% |
| YTD | -64.9% | +44.0% | -108.9% | -67.8% |
| 1Y | -64.0% | +53.8% | -117.9% | -67.5% |
| 3Y | -77.4% | +13.8% | -91.3% | -78.7% |
| 5Y | -74.4% | -6.3% | -68.1% | -75.4% |
| All | +1.5% | -20.7% | +22.2% | -12.7% |
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