+1,608.3%
SM vs BIIB
+12,518.9%
-10,910.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +26.3% | +6.9% | +19.4% | +25.3% |
| 3M | +8.7% | +12.4% | -3.7% | +6.9% |
| 6M | +51.7% | +16.3% | +35.4% | +48.4% |
| YTD | +99.0% | +25.5% | +73.6% | +92.9% |
| 1Y | +34.6% | +57.8% | -23.2% | +26.9% |
| 3Y | -7.8% | -17.3% | +9.6% | -6.9% |
| 5Y | +104.8% | -33.8% | +138.6% | +109.8% |
| 10Y | +7.2% | -29.6% | +36.8% | +5.2% |
| All | +1,608.3% | +12,518.9% | -10,910.5% | +1,254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling