+463.1%
STM vs BIIB
-20.9%
+484.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -0.4% | +1.9% | +1.7% |
| 30D | -8.4% | +10.5% | -18.8% | -10.3% |
| 3M | -15.8% | +24.3% | -40.1% | -19.8% |
| 6M | -22.8% | +28.0% | -50.8% | -27.6% |
| YTD | +79.4% | +44.0% | +35.4% | +63.3% |
| 1Y | +97.0% | +58.8% | +38.2% | +75.3% |
| 3Y | +14.2% | +12.7% | +1.5% | +7.9% |
| 5Y | -4.5% | -4.9% | +0.5% | -8.0% |
| 10Y | +463.1% | -20.6% | +483.7% | +388.4% |
| All | +463.1% | -20.9% | +484.0% | +388.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling