+62.0%
BMY vs SIMO
+515.6%
-453.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -3.5% |
| 7D | -3.3% | +14.6% | -17.9% | -4.0% |
| 30D | 0.0% | +6.2% | -6.3% | -0.5% |
| 3M | +17.7% | +3.6% | +14.2% | +16.5% |
| 6M | +9.6% | +130.8% | -121.2% | +1.6% |
| YTD | +24.0% | +195.8% | -171.8% | +12.4% |
| 1Y | +45.1% | +225.0% | -179.9% | +30.3% |
| 3Y | +22.5% | +452.3% | -429.8% | +3.8% |
| 5Y | +22.3% | +303.6% | -281.3% | +4.4% |
| 10Y | +62.0% | +528.8% | -466.8% | +21.1% |
| All | +62.0% | +515.6% | -453.7% | +21.1% |
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