+12.9%
STZ vs BIIB
-20.9%
+33.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +5.3% | +1.7% | +3.6% | +5.2% |
| 30D | +19.6% | +12.2% | +7.4% | +18.3% |
| 3M | +10.0% | +22.3% | -12.3% | +7.8% |
| 6M | -0.3% | +30.9% | -31.2% | -3.0% |
| YTD | +8.6% | +43.9% | -35.3% | +4.3% |
| 1Y | +16.6% | +62.1% | -45.5% | +10.6% |
| 3Y | -34.8% | +12.7% | -47.5% | -36.6% |
| 5Y | -27.8% | -5.1% | -22.7% | -29.5% |
| All | +12.9% | -20.9% | +33.8% | +9.4% |
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