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Supplementary appendix This appendix formed part of the original submission and has been peer reviewed. We post it as supplied by the authors. Supplement to: Gold R, Giovannoni G, Selmaj K, et al, for the SELECT study investigators. Daclizumab high-yield process in relapsing-remitting multiple sclerosis (SELECT): a randomised, double-blind, placebo-controlled trial. Lancet 2013; published online April 2. http://dx.doi.org/10.1016/s0140-6736(12)62190-4.

[[SUPPLEMENTARY APPENDIX MATERIALS (ONLINE ONLY)]] Eligibility criteria Eligibility criteria included patients aged 18 to 55 years with relapsing-remitting multiple sclerosis (MS) according to 2005 McDonald criteria #1 4 1 and a baseline Expanded Disability Status Scale (EDSS) score of 0 0 to 5 0. 2 Patients must have had at least one confirmed MS relapse in the 12 months before randomisation or had one new gadolinium-enhancing lesion on brain MRI performed within the 6 weeks prior to randomisation. Patients were excluded if they had primary-progressive, secondary-progressive, or progressive-relapsing MS; a history of malignancy, severe allergic or anaphylactic reactions or known drug hypersensitivity; or other significant medical conditions that, in the opinion of the investigator, would preclude administration of daclizumab high-yield process (HYP). Additional exclusion criteria included previous treatment with daclizumab HYP or the previous daclizumab brand (Zenapax ); total lymphoid irradiation; cladribine, mitoxantrone, T-cell, or T-cell receptor vaccination; or any therapeutic monoclonal antibody, except natalizumab or rituximab. At the time of randomisation, patients were excluded if they had received treatment with cyclophosphamide or rituximab within the previous year; natalizumab, cyclosporine, azathioprine, methotrexate, intravenous immunoglobulin, plasmapheresis, or cytapheresis within the previous 6 months; live virus vaccine, treatment with glatiramer acetate, interferon-β, or interferon-α in the previous 3 months; or corticosteroids, 4-aminopyridine, or related products within the previous 30 days. Statistical analyses Sample size power calculations The sample size with 90% power to detect a 50% reduction in the annualised relapse rate between a daclizumab HYP dose group and a rate of 0 476 in the placebo group was estimated from simulations assuming a negative binomial distribution with a 10% dropout rate, a 0 05 type 1 error rate, and a twosided test. Clinical endpoints The effect of daclizumab HYP treatment on the annualised relapse rate was estimated using the negative binomial regression model adjusting for the number of relapses in the year before study entry, baseline EDSS score (EDSS 2 5 vs EDSS >2 5 points), and baseline age ( 35 vs >35 years). The adjusted annualized relapse rate, percentage reduction from placebo, 95% confidence intervals, and p-values comparing treatment groups were all estimated from this model. In the primary pre-specified analysis, relapses and follow-up time that occurred after rescue treatment with alternative MS medication were censored. For this analysis, relapses that were confirmed by the three members of the independent neurology committee were included. Consistent results were shown in a sensitivity analysis that included all investigator-reported relapses.

Both the time to first relapse and the time to disease progression were evaluated using a Cox proportional hazard model. The pre-specified model for the time to relapse included the same covariates as the primary analysis on annualised rate. The model for analysis on disease progression was adjusted for baseline EDSS score (EDSS 2 5 vs EDSS >2 5 points), and baseline age ( 35 vs >35 years). The estimated percentage of patients with a relapse or with sustained progression was estimated from the Kaplan Meier survival distribution. The change from baseline in EDSS score was estimated using an analysis of covariance (ANCOVA) model adjusted for baseline. MRI endpoints For the cumulative new gadolinium lesions between weeks 8 and 24 as well as the number of new or newly-enlarging T2 lesions the mean number of lesions, relative reduction, 95% confidence intervals and p-values were estimated using a negative binomial regression model adjusting for baseline. An ordinal logistic model was used to test differences in the number of gadolinium lesions at week 52 adjusting for baseline. P-values for other MRI endpoints were evaluated using nonparametric ANCOVA on ranked data adjusting for baseline. An imputed value was used if the results from the MRI scan were missing or if the scan was taken after the patients started alternative MS medications. For the cumulative number of new gadolinium lesions between weeks 8 and 24, if a patient missed one or two consecutive scans, or all scans, the last non-baseline observation was carried forward or the mean number of lesions within each treatment group was used, respectively. For other MRI endpoints, missing data were imputed using the mean within the treatment group. Quality of life endpoints Quality of life endpoints were evaluated using an ANCOVA model adjusting for baseline. For the 29-item Multiple Sclerosis Impact Scale, if the patient was missing less than 10 items (for the physical scale) or less than 5 items (for the psychological scale), the mean of the non-missing items was used to impute the score. For patients missing more items and for other quality of life measures, a random slope and intercept model was used to estimate missing data. Efficacy endpoints A sequential closed testing procedure was used to evaluate the dose groups and the secondary endpoints to control the overall type I error rate. Statistical testing for efficacy endpoints utilised separate comparisons of the daclizumab HYP 300-mg group versus placebo and the daclizumab HYP 150-mg group versus placebo. If the comparison of 300 mg versus placebo comparison was statistically significant (p 0 05) then the comparison of 150 mg versus placebo was also tested at the same significance level. However, if the first comparison was not statistically significant, then the second comparison was not considered statistically significant. Secondary endpoints were rank prioritised and if

statistical significance was not achieved for an endpoint, all endpoints(s) of a lower rank were not considered statistically significant. Tertiary analyses did not include adjustments made for multiple comparisons and endpoints. Futility analysis A preplanned futility analysis was performed by the Safety Monitoring Committee after 150 patients completed the week 24 visit in order to provide an opportunity to stop the study if the hypothesised effects of daclizumab HYP were not evident, or more importantly, if disease activity had increased. Since efficacy may change over the duration of a study, there was no plan to stop the study early for evidence of superiority at the time of the futility analysis. Futility was assessed by estimating separately the conditional power for both the cumulative number of new gadolinium-enhancing lesions between weeks 8 and 24, and the annualised relapse rate endpoint for each dose group. Sensitivity analysis Sensitivity analyses that included the 21 patients from the one excluded study site yielded similar results for all efficacy analyses. For the primary endpoint, the adjusted annualised relapse rate (ARR) was 0 21, 0 22, and 0 45 in the daclizumab HYP 150-mg, daclizumab HYP 300-mg, and placebo groups, respectively, when the patients from this centre were included, and 0 21, 0 23, and 0 46, respectively, when these patients were excluded.

[[Supplementary Materials]] Table 1: Changes in lymphocyte cell counts over 52 weeks Lymphocytes Placebo (n=179) Daclizumab HYP 150 mg (n=184) Daclizumab HYP 300 mg (n=186) Total lymphocytes, mean Baseline 1421 (450) 1444 (442) 1396 (471) Week 24 1456 (469) 1381 (426) 1315 (366) % change week 24 4 8 (29 5) 1 3 (27 6)* 1 2 (29 0)* Week 52 1397 (414) 1333 (398) 1286 (447) % change week 52 1 9 (26 6) 3 6 (28 0)* 3 7 (27 8) B cells, mean Baseline 174 (92) 176 (90) 167 (90) Week 24 187 (110) 169 (107) 151 (95) % change week 24 17 8 (69 8) 1 2 (42 5)** 3 4 (53 3)** Week 52 177 (81) 157 (93) 141 (77) % change week 52 12 6 (47) 4 3 (44)** 11 3 (38)** NK cells, mean Baseline 163 (77) 166 (111) 175 (96) Week 24 169 (80) 199 (107) 205 (88) % change week 24 9 5 (44 9) 32 7 (56 6)** 33 0 (65 1)** Week 52 158 (83) 213 (114) 224 (118) % change week 52 2 8 (43 1) 48 1 (82 1)** 50 5 (84 1)** CD4+ cells, mean Baseline 687 (248) 699 (241) 664 (261) Week 24 693 (235) 646 (216) 607 (223) % change week 24 3 9 (26 7) 4 4 (27 2)** 4 7 (28 2)** Week 52 683 (220) 613 (203) 582 (260) % change week 52 2 8 (26 5) 7 0 (30 3)** 8 9 (30 0)** CD8+ cells, mean Baseline 355 (156) 361 (146) 353 (166)

Week 24 364 (177) 328 (140) 310 (133) % change week 24 4 1 (40 7) 4 7 (30 7)** 6 5 (30 2)** Week 52 345 (161) 316 (140) 296 (151) % change week 52 3 1 (44 6) 9 1 (31 0)** 9 8 (33 9)** CD4/CD8 ratio Baseline 2 2 (0 9) 2 1 (0 9) 2 1 (0 9) Week 24 2 2 (0 9) 2 2 (0 9) 2 2 (1 0) % change week 24 4 2 (25 4) 2 9 (18 6) 4 1 (19 9) Week 52 2 3 (1 0) 2 2 (0 9) 2 2 (0 9) % change week 52 6 4 (30 0) 4 6 (18 8) 4 5 (20 6) HYP=high-yield process; NK=natural killer; SD=standard deviation. P-values comparing percent change in daclizumab HYP 150 mg and daclizumab HYP 300 mg groups to placebo estimated using a Wilcoxon rank sum test. *P-value v <0.05 ** P-value <0.01

References 1. Polman CH, Reingold SC, Edan G, et al. Diagnostic criteria for multiple sclerosis: 2005 revisions to the "McDonald Criteria". Ann Neurol 2005; 58: 840 6. 2. Kurtzke JF. Rating neurologic impairment in multiple sclerosis: an expanded disability status scale (EDSS). Neurology 1983; 33: 1444 52.