-33.3%
SIMO vs BIIB
+31.3%
-64.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +4.7% |
| 7D | -22.0% | -2.1% | -19.9% | -22.6% |
| 30D | -43.0% | +11.8% | -54.8% | -40.8% |
| 3M | -39.1% | +20.4% | -59.5% | -35.7% |
| 6M | -33.3% | +30.2% | -63.5% | -30.7% |
| All | -33.3% | +31.3% | -64.6% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling