+15.5%
STZ vs BIIB
-21.7%
+37.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | 0.0% | +2.7% | -2.7% | -0.2% |
| 30D | +14.7% | +9.4% | +5.3% | +13.7% |
| 3M | +8.8% | +19.9% | -11.1% | +6.9% |
| 6M | +3.1% | +25.6% | -22.6% | +0.7% |
| YTD | +7.9% | +42.3% | -34.4% | +3.8% |
| 1Y | +14.2% | +55.1% | -41.0% | +8.8% |
| 3Y | -35.2% | +11.4% | -46.6% | -36.9% |
| 5Y | -29.6% | -7.4% | -22.2% | -31.0% |
| All | +15.5% | -21.7% | +37.2% | +14.1% |
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