+21.1%
STM vs BIIB
-19.0%
+40.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.5% |
| 7D | +5.2% | -1.6% | +6.8% | +5.6% |
| 30D | -7.4% | +2.2% | -9.6% | -8.1% |
| 3M | -30.6% | +10.3% | -41.0% | -33.6% |
| 6M | +66.4% | +14.9% | +51.4% | +55.6% |
| YTD | +101.1% | +20.7% | +80.4% | +83.2% |
| 1Y | +97.4% | +50.3% | +47.0% | +62.9% |
| 3Y | +21.1% | -18.0% | +39.1% | +20.0% |
| All | +21.1% | -19.0% | +40.1% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling