-32.8%
STZ vs BIIB
-33.3%
+0.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -1.9% | +1.1% | -3.0% | -2.1% |
| 30D | -1.9% | +6.9% | -8.8% | -2.9% |
| 3M | -6.2% | +12.4% | -18.6% | -8.0% |
| 6M | -14.0% | +16.3% | -30.3% | -16.3% |
| YTD | -5.1% | +25.5% | -30.6% | -9.2% |
| 1Y | -9.6% | +57.8% | -67.4% | -17.1% |
| 3Y | -47.2% | -17.3% | -29.9% | -47.3% |
| All | -32.8% | -33.3% | +0.6% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling