+174.0%
SITM vs BIIB
-28.2%
+202.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.2% |
| 7D | +4.8% | -4.0% | +8.9% | +6.6% |
| 30D | -9.7% | +5.7% | -15.4% | -12.0% |
| 3M | -9.3% | +10.9% | -20.2% | -14.8% |
| 6M | +69.5% | +14.3% | +55.2% | +56.1% |
| YTD | +70.5% | +22.4% | +48.1% | +51.1% |
| 1Y | +145.3% | +51.1% | +94.2% | +95.5% |
| 3Y | +432.8% | -16.8% | +449.6% | +453.2% |
| 5Y | +174.0% | -28.1% | +202.2% | +215.1% |
| All | +174.0% | -28.2% | +202.2% | +215.1% |
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