+194.4%
STT vs BIIB
-21.7%
+216.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +5.1% | +2.7% | +2.4% | +4.7% |
| 30D | -0.2% | +9.4% | -9.7% | -1.7% |
| 3M | -8.1% | +19.9% | -28.1% | -10.9% |
| 6M | +16.6% | +25.6% | -9.0% | +11.7% |
| YTD | +37.8% | +42.3% | -4.5% | +28.8% |
| 1Y | +46.8% | +55.1% | -8.3% | +35.1% |
| 3Y | +181.2% | +11.4% | +169.7% | +170.1% |
| 5Y | +105.1% | -7.4% | +112.5% | +99.9% |
| All | +194.4% | -21.7% | +216.0% | +160.5% |
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