-14.4%
SMR vs BIIB
+3.1%
-17.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -15.7% |
| 7D | -11.2% | -1.7% | -9.6% | -11.2% |
| 30D | -10.2% | +4.0% | -14.2% | -10.6% |
| 3M | -10.0% | +8.6% | -18.6% | -11.2% |
| 6M | -30.5% | +14.0% | -44.5% | -32.0% |
| YTD | -39.2% | +23.4% | -62.6% | -41.2% |
| 1Y | -75.5% | +45.9% | -121.4% | -76.9% |
| 3Y | +45.4% | -16.1% | +61.6% | +47.5% |
| All | -14.4% | +3.1% | -17.5% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling