+7,677.9%
STLD vs BIIB
+6,851.0%
+826.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.6% |
| 7D | -9.7% | +2.4% | -12.0% | -10.0% |
| 30D | -4.5% | +12.9% | -17.5% | -6.8% |
| 3M | -13.1% | +22.6% | -35.7% | -16.4% |
| 6M | -2.8% | +31.7% | -34.5% | -8.0% |
| YTD | +35.3% | +44.8% | -9.5% | +25.5% |
| 1Y | +51.4% | +63.9% | -12.5% | +37.1% |
| 3Y | +117.9% | +13.5% | +104.5% | +108.7% |
| 5Y | +272.6% | -5.6% | +278.2% | +262.5% |
| 10Y | +782.2% | -20.3% | +802.5% | +709.3% |
| All | +7,677.9% | +6,851.0% | +826.9% | +3,599.4% |
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