+152.6%
STLA vs BIIB
+431.8%
-279.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.9% |
| 7D | -13.1% | +2.7% | -15.7% | -13.5% |
| 30D | -13.3% | +9.4% | -22.7% | -14.9% |
| 3M | -27.9% | +19.9% | -47.8% | -30.5% |
| 6M | -47.8% | +25.6% | -73.5% | -50.3% |
| YTD | -64.6% | +42.3% | -106.9% | -67.4% |
| 1Y | -64.0% | +55.1% | -119.1% | -67.4% |
| 3Y | -76.8% | +11.4% | -88.3% | -77.9% |
| 5Y | -74.2% | -7.4% | -66.8% | -74.9% |
| 10Y | -5.4% | -21.5% | +16.1% | -12.7% |
| All | +152.6% | +431.8% | -279.2% | +89.4% |
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