+60.1%
BMY vs SIMO
+394.4%
-334.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.4% | +2.0% |
| 7D | +2.1% | +4.1% | -2.0% | +1.9% |
| 30D | +7.0% | -24.0% | +31.0% | +7.9% |
| 3M | -0.9% | -31.8% | +30.9% | +0.1% |
| 6M | +14.9% | -36.9% | +51.8% | +15.4% |
| YTD | +22.8% | +84.8% | -62.0% | +13.0% |
| 1Y | +36.2% | +99.0% | -62.8% | +24.6% |
| 3Y | +45.7% | +217.9% | -172.3% | +26.2% |
| 5Y | +31.3% | +171.5% | -140.2% | +12.6% |
| All | +60.1% | +394.4% | -334.3% | +20.0% |
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