+419.3%
SIMO vs BIIB
-16.1%
+435.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +9.2% |
| 7D | +4.2% | +1.1% | +3.2% | +3.8% |
| 30D | +4.1% | +6.9% | -2.8% | +1.8% |
| 3M | -12.9% | +12.4% | -25.3% | -17.3% |
| 6M | +110.3% | +16.3% | +94.1% | +96.9% |
| YTD | +178.6% | +25.5% | +153.1% | +154.7% |
| 1Y | +220.0% | +57.8% | +162.2% | +175.8% |
| All | +419.3% | -16.1% | +435.4% | +380.4% |
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