+103.1%
STT vs BIIB
-7.5%
+110.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +4.8% | +2.0% | +2.7% | +4.3% |
| 30D | +3.9% | +8.8% | -4.9% | +2.0% |
| 3M | -8.2% | +20.3% | -28.4% | -11.9% |
| 6M | +15.6% | +23.9% | -8.3% | +9.5% |
| YTD | +37.6% | +44.0% | -6.3% | +24.8% |
| 1Y | +50.1% | +53.8% | -3.7% | +33.8% |
| 3Y | +183.1% | +13.8% | +169.2% | +167.0% |
| All | +103.1% | -7.5% | +110.6% | +95.9% |
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 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