+195.6%
STT vs BIIB
-19.0%
+214.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +1.0% | -5.4% | +6.3% | +1.9% |
| 30D | +2.8% | +1.7% | +1.1% | +2.4% |
| 3M | +18.1% | +5.8% | +12.3% | +16.2% |
| 6M | +59.2% | +11.9% | +47.3% | +54.1% |
| YTD | +51.5% | +19.7% | +31.7% | +43.5% |
| 1Y | +75.7% | +46.7% | +28.9% | +57.2% |
| All | +195.6% | -19.0% | +214.6% | +203.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling