-71.0%
SMR vs BIIB
+50.2%
-121.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.8% | -5.4% |
| 7D | +4.7% | -4.0% | +8.8% | +4.6% |
| 30D | +3.2% | +5.7% | -2.4% | +3.5% |
| 3M | +9.9% | +10.9% | -1.0% | +9.8% |
| 6M | -15.1% | +14.3% | -29.5% | -16.1% |
| YTD | -27.9% | +22.4% | -50.4% | -28.4% |
| All | -71.0% | +50.2% | -121.1% | -70.6% |
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