+459.2%
BMY vs SIMO
+2,204.4%
-1,745.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.4% |
| 7D | -1.4% | -8.5% | +7.1% | -1.0% |
| 30D | +5.1% | -34.8% | +39.9% | +7.5% |
| 3M | -3.0% | -32.8% | +29.8% | -1.5% |
| 6M | +13.1% | -32.0% | +45.1% | +13.6% |
| YTD | +20.3% | +87.0% | -66.7% | +10.9% |
| 1Y | +39.0% | +86.1% | -47.1% | +28.1% |
| 3Y | +42.0% | +226.4% | -184.4% | +23.6% |
| 5Y | +28.5% | +172.1% | -143.6% | +11.5% |
| 10Y | +57.5% | +408.0% | -350.5% | +26.1% |
| All | +459.2% | +2,204.4% | -1,745.1% | +250.1% |
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 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