+165.5%
SITM vs BIIB
+55.8%
+109.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.2% | +6.7% |
| 7D | +9.7% | +1.1% | +8.7% | +9.6% |
| 30D | +12.7% | +6.9% | +5.8% | +12.0% |
| 3M | -13.4% | +12.4% | -25.8% | -15.5% |
| 6M | +59.6% | +16.3% | +43.4% | +53.9% |
| YTD | +73.3% | +25.5% | +47.8% | +62.3% |
| 1Y | +165.5% | +57.8% | +107.7% | +139.5% |
| All | +165.5% | +55.8% | +109.8% | +139.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling