+37.3%
BMY vs SIMO
+80.9%
-43.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | +0.2% |
| 7D | -1.4% | -8.2% | +6.8% | -1.6% |
| 30D | +5.1% | -34.6% | +39.7% | +4.3% |
| 3M | -3.0% | -32.6% | +29.6% | -3.6% |
| 6M | +13.1% | -31.8% | +44.9% | +11.3% |
| YTD | +20.3% | +87.6% | -67.3% | +8.8% |
| All | +37.3% | +80.9% | -43.5% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling