-5.8%
SM vs BIIB
+12.2%
-18.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.3% | +5.4% |
| 7D | +10.6% | +2.7% | +7.9% | +9.8% |
| 30D | -15.0% | +9.4% | -24.4% | -17.1% |
| 3M | +1.7% | +19.9% | -18.2% | -3.8% |
| 6M | +5.9% | +25.6% | -19.8% | -2.1% |
| YTD | +79.0% | +42.3% | +36.7% | +57.1% |
| 1Y | +84.7% | +55.1% | +29.6% | +56.7% |
| All | -5.8% | +12.2% | -18.0% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling