+156.7%
SIMO vs BIIB
-11.1%
+167.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +3.9% |
| 7D | -22.0% | -2.1% | -19.9% | -21.6% |
| 30D | -43.0% | +11.8% | -54.8% | -44.3% |
| 3M | -39.1% | +20.4% | -59.5% | -41.4% |
| 6M | -33.3% | +30.2% | -63.5% | -37.2% |
| YTD | +77.0% | +41.1% | +35.9% | +64.2% |
| 1Y | +73.0% | +58.4% | +14.6% | +57.8% |
| 3Y | +215.7% | -0.1% | +215.8% | +195.1% |
| All | +156.7% | -11.1% | +167.9% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling