+57.5%
BMY vs SIMO
+436.4%
-378.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.2% |
| 7D | -1.4% | -8.2% | +6.8% | -1.2% |
| 30D | +5.1% | -34.6% | +39.7% | +6.7% |
| 3M | -3.0% | -32.6% | +29.6% | -2.0% |
| 6M | +13.1% | -31.8% | +44.9% | +13.0% |
| YTD | +20.3% | +87.6% | -67.3% | +10.7% |
| 1Y | +39.0% | +86.7% | -47.7% | +27.9% |
| 3Y | +42.0% | +227.4% | -185.5% | +22.8% |
| 5Y | +28.5% | +173.0% | -144.5% | +10.4% |
| 10Y | +57.5% | +409.6% | -352.1% | +17.9% |
| All | +57.5% | +436.4% | -378.9% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling