+459.2%
BMY vs SIMO
+2,080.4%
-1,621.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.7% | -1.8% |
| 7D | -0.5% | -22.0% | +21.4% | +0.8% |
| 30D | +4.1% | -43.0% | +47.1% | +7.4% |
| 3M | -2.1% | -39.1% | +37.0% | +0.1% |
| 6M | +12.2% | -33.3% | +45.5% | +12.9% |
| YTD | +20.3% | +77.0% | -56.6% | +11.3% |
| 1Y | +39.2% | +73.0% | -33.8% | +28.9% |
| 3Y | +35.6% | +215.7% | -180.1% | +18.2% |
| 5Y | +28.6% | +155.6% | -127.1% | +12.0% |
| 10Y | +73.9% | +388.4% | -314.5% | +39.5% |
| All | +459.2% | +2,080.4% | -1,621.2% | +251.3% |
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