+549.0%
SIMO vs BIIB
-26.8%
+575.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -4.8% |
| 7D | +12.5% | -4.0% | +16.6% | +13.1% |
| 30D | +18.4% | +5.7% | +12.8% | +17.4% |
| 3M | +5.6% | +10.9% | -5.3% | +3.6% |
| 6M | +116.9% | +14.3% | +102.6% | +111.9% |
| YTD | +188.4% | +22.4% | +166.0% | +179.5% |
| 1Y | +221.3% | +51.1% | +170.2% | +203.6% |
| 3Y | +438.6% | -16.8% | +455.4% | +436.3% |
| 5Y | +287.9% | -28.1% | +316.0% | +287.7% |
| All | +549.0% | -26.8% | +575.8% | +514.9% |
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