+71.6%
SM vs BIIB
+68.6%
+2.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +2.2% | -17.5% | -15.4% |
| 7D | -21.5% | +4.3% | -25.8% | -21.6% |
| 30D | -11.4% | +13.8% | -25.2% | -12.0% |
| 3M | +0.6% | +22.1% | -21.5% | -1.0% |
| 6M | +0.2% | +35.9% | -35.7% | -3.6% |
| YTD | +69.7% | +44.6% | +25.1% | +58.5% |
| 1Y | +71.6% | +70.4% | +1.2% | +64.6% |
| All | +71.6% | +68.6% | +2.9% | +64.6% |
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