-16.5%
BSX vs SIMO
+462.5%
-479.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.2% | -12.1% | -5.9% |
| 7D | -6.4% | +14.6% | -21.1% | -6.5% |
| 30D | -8.8% | +6.2% | -15.0% | -8.8% |
| 3M | -7.6% | +3.6% | -11.2% | -8.0% |
| 6M | -37.0% | +130.8% | -167.7% | -40.4% |
| YTD | -52.8% | +195.8% | -248.6% | -57.5% |
| 1Y | -58.4% | +225.0% | -283.4% | -63.3% |
| 3Y | -16.5% | +452.3% | -468.8% | -37.8% |
| All | -16.5% | +462.5% | -479.0% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling