+664.4%
BDX vs SIMO
+2,368.1%
-1,703.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | +0.4% |
| 7D | +2.5% | +0.9% | +1.6% | +2.4% |
| 30D | +13.6% | -25.4% | +39.0% | +15.2% |
| 3M | +18.9% | -17.8% | +36.7% | +19.3% |
| 6M | +51.8% | -29.6% | +81.4% | +52.1% |
| YTD | +43.3% | +100.3% | -57.0% | +30.7% |
| 1Y | +48.0% | +100.4% | -52.4% | +34.8% |
| 3Y | +23.7% | +246.1% | -222.4% | +6.3% |
| 5Y | +24.9% | +189.8% | -164.9% | +7.0% |
| 10Y | +92.2% | +434.6% | -342.4% | +52.0% |
| All | +664.4% | +2,368.1% | -1,703.7% | +377.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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