+2,285.7%
STM vs BIIB
+55,688.7%
-53,402.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | -1.0% | +6.9% | -7.9% | -2.6% |
| 3M | -33.3% | +12.4% | -45.7% | -35.6% |
| 6M | +57.4% | +16.3% | +41.1% | +50.3% |
| YTD | +102.2% | +25.5% | +76.7% | +89.5% |
| 1Y | +99.6% | +57.8% | +41.8% | +76.8% |
| 3Y | +14.5% | -17.3% | +31.9% | +16.6% |
| 5Y | +21.4% | -33.8% | +55.2% | +27.3% |
| 10Y | +695.0% | -29.6% | +724.5% | +642.9% |
| All | +2,285.7% | +55,688.7% | -53,402.9% | +657.4% |
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