+7.3%
BSX vs SIMO
+170.3%
-163.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.3% |
| 7D | +3.7% | +4.1% | -0.4% | +3.7% |
| 30D | +3.1% | -24.0% | +27.1% | +3.2% |
| 3M | -14.2% | -31.8% | +17.5% | -14.2% |
| 6M | -16.4% | -36.9% | +20.4% | -16.8% |
| YTD | -53.5% | +84.8% | -138.3% | -57.5% |
| 1Y | -57.8% | +99.0% | -156.8% | -61.7% |
| 3Y | -17.4% | +217.9% | -235.4% | -30.2% |
| All | +7.3% | +170.3% | -163.1% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling