+4,789.7%
SITM vs BIIB
-23.8%
+4,813.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.3% |
| 7D | +3.9% | -1.7% | +5.5% | +4.4% |
| 30D | -6.6% | +4.0% | -10.6% | -8.0% |
| 3M | -11.9% | +8.6% | -20.5% | -15.4% |
| 6M | +81.1% | +14.0% | +67.1% | +70.4% |
| YTD | +80.0% | +23.4% | +56.6% | +64.0% |
| 1Y | +145.8% | +45.9% | +99.9% | +110.5% |
| 3Y | +475.9% | -16.1% | +492.0% | +487.4% |
| 5Y | +189.2% | -27.6% | +216.8% | +201.2% |
| All | +4,789.7% | -23.8% | +4,813.5% | +4,820.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling