+19.5%
SM vs BIIB
-28.4%
+47.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -0.2% | -5.4% | +5.1% | +0.8% |
| 30D | +20.3% | +1.7% | +18.6% | +19.7% |
| 3M | +22.9% | +5.8% | +17.1% | +21.0% |
| 6M | +47.8% | +11.9% | +35.9% | +43.3% |
| YTD | +107.5% | +19.7% | +87.7% | +98.0% |
| 1Y | +51.7% | +46.7% | +5.0% | +38.8% |
| 3Y | -0.9% | -18.6% | +17.8% | -0.1% |
| 5Y | +112.2% | -29.8% | +142.0% | +115.3% |
| All | +19.5% | -28.4% | +47.9% | +8.8% |
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