+303.6%
SIMO vs BIIB
-35.6%
+339.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +9.9% | +6.8% |
| 7D | +14.6% | -1.6% | +16.2% | +14.8% |
| 30D | +6.2% | +2.2% | +4.0% | +5.6% |
| 3M | +3.6% | +10.3% | -6.8% | +0.7% |
| 6M | +130.8% | +14.9% | +115.8% | +122.6% |
| YTD | +195.8% | +20.7% | +175.0% | +183.0% |
| 1Y | +225.0% | +50.3% | +174.7% | +201.1% |
| 3Y | +452.3% | -18.0% | +470.3% | +433.9% |
| 5Y | +303.6% | -33.9% | +337.5% | +278.8% |
| All | +303.6% | -35.6% | +339.2% | +278.8% |
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