+388.8%
SIMO vs BIIB
-20.7%
+409.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.7% |
| 7D | +4.1% | +2.0% | +2.1% | +3.9% |
| 30D | -24.0% | +8.8% | -32.8% | -24.9% |
| 3M | -31.8% | +20.3% | -52.1% | -33.6% |
| 6M | -36.9% | +23.9% | -60.8% | -39.0% |
| YTD | +84.8% | +44.0% | +40.8% | +75.2% |
| 1Y | +99.0% | +53.8% | +45.2% | +87.2% |
| 3Y | +217.9% | +13.8% | +204.1% | +205.0% |
| 5Y | +171.5% | -6.3% | +177.8% | +162.6% |
| All | +388.8% | -20.7% | +409.5% | +351.9% |
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