+100.5%
SIMO vs BIIB
+68.6%
+31.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.2% | -11.8% | -10.0% |
| 7D | -16.9% | +4.3% | -21.1% | -17.5% |
| 30D | -35.4% | +13.8% | -49.2% | -37.8% |
| 3M | -31.9% | +22.1% | -53.9% | -36.3% |
| 6M | -19.3% | +35.9% | -55.2% | -31.5% |
| YTD | +98.5% | +44.6% | +53.9% | +60.1% |
| 1Y | +100.5% | +70.4% | +30.1% | +55.8% |
| All | +100.5% | +68.6% | +31.9% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling