-5.4%
STM vs BIIB
-7.5%
+2.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +16.3% | +2.7% | +13.6% | +15.5% |
| 30D | -6.3% | +9.4% | -15.7% | -8.7% |
| 3M | -14.1% | +19.9% | -34.0% | -18.6% |
| 6M | -19.6% | +25.6% | -45.2% | -25.8% |
| YTD | +80.1% | +42.3% | +37.8% | +58.3% |
| 1Y | +95.4% | +55.1% | +40.2% | +66.7% |
| 3Y | +14.7% | +11.4% | +3.3% | +5.4% |
| 5Y | -5.4% | -7.4% | +2.0% | -13.0% |
| All | -5.4% | -7.5% | +2.1% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling