+215.7%
SIMO vs BIIB
-0.5%
+216.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +3.7% |
| 7D | -22.0% | -2.1% | -19.9% | -21.5% |
| 30D | -43.0% | +11.8% | -54.8% | -44.8% |
| 3M | -39.1% | +20.4% | -59.5% | -42.5% |
| 6M | -33.3% | +30.2% | -63.5% | -39.5% |
| YTD | +77.0% | +41.1% | +35.9% | +56.4% |
| 1Y | +73.0% | +58.4% | +14.6% | +48.7% |
| 3Y | +215.7% | -0.1% | +215.8% | +165.6% |
| All | +215.7% | -0.5% | +216.2% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling