+784.6%
STRL vs BIIB
-11.1%
+795.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.3% |
| 7D | -26.9% | -2.1% | -24.8% | -26.8% |
| 30D | -52.7% | +11.8% | -64.5% | -53.2% |
| 3M | -52.8% | +20.4% | -73.2% | -53.8% |
| 6M | -71.5% | +30.2% | -101.7% | -72.5% |
| YTD | -17.4% | +41.1% | -58.6% | -21.7% |
| 1Y | -35.0% | +58.4% | -93.4% | -39.4% |
| 3Y | +239.2% | -0.1% | +239.3% | +241.8% |
| All | +784.6% | -11.1% | +795.8% | +809.6% |
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