-58.4%
BSX vs SIMO
+234.0%
-292.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | +0.1% |
| 7D | -7.0% | +14.5% | -21.6% | -6.1% |
| 30D | -10.9% | +20.4% | -31.3% | -9.5% |
| 3M | -8.2% | +7.1% | -15.3% | -7.4% |
| 6M | -37.5% | +129.2% | -166.7% | -33.8% |
| YTD | -52.8% | +201.9% | -254.8% | -50.5% |
| 1Y | -58.4% | +235.5% | -293.9% | -56.0% |
| All | -58.4% | +234.0% | -292.4% | -56.0% |
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 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