-65.6%
STLA vs BIIB
-19.0%
-46.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -1.7% |
| 7D | +0.7% | -1.6% | +2.4% | +1.3% |
| 30D | -2.4% | +2.2% | -4.5% | -3.1% |
| 3M | -23.9% | +10.3% | -34.2% | -26.9% |
| 6M | -24.6% | +14.9% | -39.6% | -29.2% |
| YTD | -50.5% | +20.7% | -71.3% | -55.5% |
| 1Y | -39.8% | +50.3% | -90.2% | -51.8% |
| 3Y | -65.6% | -18.0% | -47.7% | -66.5% |
| All | -65.6% | -19.0% | -46.7% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling