+664.5%
STM vs BIIB
-30.8%
+695.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +1.7% | -5.4% | +7.0% | +2.8% |
| 30D | -5.2% | +1.7% | -6.9% | -5.6% |
| 3M | -29.6% | +5.8% | -35.5% | -31.0% |
| 6M | +54.4% | +11.9% | +42.4% | +48.8% |
| YTD | +99.5% | +19.7% | +79.8% | +89.2% |
| 1Y | +100.8% | +46.7% | +54.0% | +81.2% |
| 3Y | +20.2% | -18.6% | +38.8% | +21.5% |
| 5Y | +21.1% | -29.8% | +50.9% | +23.9% |
| 10Y | +664.5% | -28.8% | +693.4% | +610.7% |
| All | +664.5% | -30.8% | +695.4% | +610.7% |
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