+8,153.7%
STLD vs BIIB
+5,922.6%
+2,231.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +3.1% | +1.1% | +2.1% | +3.0% |
| 30D | -9.0% | +6.9% | -15.9% | -10.1% |
| 3M | -12.4% | +12.4% | -24.8% | -14.5% |
| 6M | +25.5% | +16.3% | +9.2% | +21.6% |
| YTD | +43.6% | +25.5% | +18.1% | +36.9% |
| 1Y | +87.2% | +57.8% | +29.4% | +70.7% |
| 3Y | +135.2% | -17.3% | +152.6% | +138.9% |
| 5Y | +290.9% | -33.8% | +324.7% | +305.7% |
| 10Y | +1,113.5% | -29.6% | +1,143.0% | +1,040.2% |
| All | +8,153.7% | +5,922.6% | +2,231.1% | +3,936.3% |
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