+1.5%
SMR vs BIIB
+2.3%
-0.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.8% | -5.8% |
| 7D | +4.7% | -4.0% | +8.8% | +5.1% |
| 30D | +3.2% | +5.7% | -2.4% | +2.6% |
| 3M | +9.9% | +10.9% | -1.0% | +8.2% |
| 6M | -15.1% | +14.3% | -29.5% | -17.0% |
| YTD | -27.9% | +22.4% | -50.4% | -30.2% |
| 1Y | -70.2% | +51.1% | -121.3% | -72.1% |
| 3Y | +72.5% | -16.8% | +89.3% | +75.1% |
| All | +1.5% | +2.3% | -0.8% | +2.7% |
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 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