+392.0%
SIMO vs BIIB
-20.9%
+412.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -16.0% | +1.7% | -17.8% | -16.1% |
| 30D | -35.8% | +12.2% | -48.0% | -36.8% |
| 3M | -26.5% | +22.3% | -48.7% | -28.5% |
| 6M | -33.0% | +30.9% | -63.9% | -35.8% |
| YTD | +84.3% | +43.9% | +40.4% | +74.8% |
| 1Y | +82.0% | +62.1% | +19.9% | +70.1% |
| 3Y | +218.5% | +12.7% | +205.8% | +205.9% |
| 5Y | +175.0% | -5.1% | +180.2% | +165.8% |
| All | +392.0% | -20.9% | +412.9% | +353.6% |
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