+178.7%
STLA vs BIIB
+437.7%
-258.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | -4.9% | +1.7% | -6.6% | -5.2% |
| 30D | -4.9% | +12.2% | -17.1% | -7.2% |
| 3M | -23.7% | +22.3% | -45.9% | -26.7% |
| 6M | -45.0% | +30.9% | -75.9% | -48.0% |
| YTD | -60.9% | +43.9% | -104.8% | -64.1% |
| 1Y | -58.9% | +62.1% | -120.9% | -63.1% |
| 3Y | -74.4% | +12.7% | -87.1% | -75.7% |
| 5Y | -71.5% | -5.1% | -66.4% | -72.5% |
| 10Y | +5.3% | -21.9% | +27.2% | -2.8% |
| All | +178.7% | +437.7% | -258.9% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling