+264.3%
STT vs BIIB
-26.2%
+290.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.4% | -1.7% | +1.2% | -0.2% |
| 30D | +1.7% | +4.0% | -2.2% | +1.0% |
| 3M | +17.9% | +8.6% | +9.3% | +15.8% |
| 6M | +55.3% | +14.0% | +41.3% | +50.9% |
| YTD | +52.7% | +23.4% | +29.3% | +46.0% |
| 1Y | +75.7% | +45.9% | +29.8% | +62.8% |
| 3Y | +197.9% | -16.1% | +214.0% | +199.7% |
| 5Y | +158.8% | -27.6% | +186.3% | +161.9% |
| All | +264.3% | -26.2% | +290.5% | +240.2% |
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