+1,972.8%
STX vs BIIB
-20.7%
+1,993.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.3% |
| 7D | +14.6% | +2.0% | +12.6% | +14.3% |
| 30D | -26.0% | +8.8% | -34.8% | -26.9% |
| 3M | -42.6% | +20.3% | -62.9% | -44.3% |
| 6M | -35.3% | +23.9% | -59.2% | -38.0% |
| YTD | +92.5% | +44.0% | +48.5% | +79.6% |
| 1Y | +102.4% | +53.8% | +48.6% | +86.7% |
| 3Y | +673.8% | +13.8% | +660.0% | +638.5% |
| 5Y | +463.1% | -6.3% | +469.4% | +445.1% |
| All | +1,972.8% | -20.7% | +1,993.6% | +1,674.2% |
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