+16.3%
STZ vs BIIB
-20.7%
+37.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | +2.6% | +2.0% | +0.5% | +2.4% |
| 30D | +15.2% | +8.8% | +6.4% | +14.2% |
| 3M | +7.6% | +20.3% | -12.7% | +5.7% |
| 6M | +5.3% | +23.9% | -18.6% | +2.9% |
| YTD | +8.6% | +44.0% | -35.3% | +4.4% |
| 1Y | +15.6% | +53.8% | -38.3% | +10.2% |
| 3Y | -35.2% | +13.8% | -49.0% | -37.0% |
| 5Y | -29.1% | -6.3% | -22.8% | -30.6% |
| All | +16.3% | -20.7% | +37.1% | +14.8% |
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 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