+7,406.7%
STRL vs BIIB
-30.2%
+7,437.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.0% | +3.7% |
| 7D | +10.1% | -1.6% | +11.7% | +10.3% |
| 30D | -8.2% | +2.2% | -10.4% | -8.5% |
| 3M | -43.7% | +10.3% | -54.0% | -44.8% |
| 6M | +27.1% | +14.9% | +12.2% | +23.8% |
| YTD | +64.0% | +20.7% | +43.2% | +58.5% |
| 1Y | +75.2% | +50.3% | +24.8% | +63.9% |
| 3Y | +539.9% | -18.0% | +557.9% | +546.3% |
| 5Y | +2,133.0% | -33.9% | +2,166.9% | +2,184.6% |
| All | +7,406.7% | -30.2% | +7,437.0% | +7,233.3% |
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