+10,429.5%
STRL vs BIIB
+8,341.7%
+2,087.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.3% |
| 7D | -19.8% | +1.7% | -21.6% | -19.9% |
| 30D | -43.6% | +12.2% | -55.8% | -44.0% |
| 3M | -45.2% | +22.3% | -67.5% | -46.0% |
| 6M | -65.7% | +30.9% | -96.6% | -66.4% |
| YTD | -5.4% | +43.9% | -49.3% | -8.0% |
| 1Y | -24.7% | +62.1% | -86.8% | -27.3% |
| 3Y | +335.0% | +12.7% | +322.4% | +327.3% |
| 5Y | +915.3% | -5.1% | +920.4% | +902.4% |
| 10Y | +3,877.5% | -21.9% | +3,899.4% | +3,778.6% |
| All | +10,429.5% | +8,341.7% | +2,087.8% | +9,310.7% |
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