+499.6%
SMTC vs BIIB
-26.8%
+526.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.2% | -3.4% |
| 7D | +17.5% | -4.0% | +21.6% | +18.4% |
| 30D | +21.3% | +5.7% | +15.6% | +19.5% |
| 3M | +3.1% | +10.9% | -7.8% | -0.3% |
| 6M | +81.7% | +14.3% | +67.4% | +73.8% |
| YTD | +115.9% | +22.4% | +93.5% | +102.7% |
| 1Y | +157.8% | +51.1% | +106.8% | +129.6% |
| 3Y | +557.3% | -16.8% | +574.1% | +566.1% |
| 5Y | +114.7% | -28.1% | +142.8% | +119.7% |
| All | +499.6% | -26.8% | +526.3% | +460.2% |
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