+263.8%
STLA vs BIIB
+368.9%
-105.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +2.6% | +1.1% | +1.5% | +2.3% |
| 30D | -1.2% | +6.9% | -8.1% | -2.5% |
| 3M | -24.8% | +12.4% | -37.2% | -26.6% |
| 6M | -25.6% | +16.3% | -41.8% | -28.1% |
| YTD | -48.9% | +25.5% | -74.4% | -51.7% |
| 1Y | -38.8% | +57.8% | -96.6% | -44.7% |
| 3Y | -64.5% | -17.3% | -47.2% | -64.2% |
| 5Y | -62.4% | -33.8% | -28.6% | -61.4% |
| 10Y | +55.4% | -29.6% | +85.0% | +46.4% |
| All | +263.8% | +368.9% | -105.0% | +180.0% |
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 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