+5,223.4%
STT vs BIIB
+7,261.0%
-2,037.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | +3.9% | +6.9% | -3.0% | +2.9% |
| 3M | +20.0% | +12.4% | +7.5% | +17.7% |
| 6M | +55.3% | +16.3% | +39.0% | +51.5% |
| YTD | +53.3% | +25.5% | +27.9% | +47.8% |
| 1Y | +74.7% | +57.8% | +16.9% | +63.0% |
| 3Y | +205.8% | -17.3% | +223.2% | +208.8% |
| 5Y | +145.0% | -33.8% | +178.8% | +151.6% |
| 10Y | +266.0% | -29.6% | +295.6% | +251.9% |
| All | +5,223.4% | +7,261.0% | -2,037.6% | +3,147.8% |
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