+11.1%
SMR vs BIIB
+0.9%
+10.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.8% | +19.0% | +15.6% |
| 7D | +21.4% | -1.6% | +23.0% | +21.5% |
| 30D | +13.8% | +2.2% | +11.7% | +13.5% |
| 3M | +3.9% | +10.3% | -6.4% | +2.3% |
| 6M | -4.2% | +14.9% | -19.1% | -6.4% |
| YTD | -21.1% | +20.7% | -41.8% | -23.5% |
| 1Y | -67.1% | +50.3% | -117.4% | -69.1% |
| 3Y | +88.9% | -18.0% | +106.8% | +92.0% |
| All | +11.1% | +0.9% | +10.2% | +12.6% |
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 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