-1.2%
BSX vs SIMO
+297.1%
-298.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.2% | -12.1% | -6.0% |
| 7D | -6.4% | +14.6% | -21.1% | -6.7% |
| 30D | -8.8% | +6.2% | -15.0% | -8.9% |
| 3M | -7.6% | +3.6% | -11.2% | -8.2% |
| 6M | -37.0% | +130.8% | -167.7% | -40.7% |
| YTD | -52.8% | +195.8% | -248.6% | -57.1% |
| 1Y | -58.4% | +225.0% | -283.4% | -62.7% |
| 3Y | -16.5% | +452.3% | -468.8% | -30.3% |
| 5Y | -1.2% | +303.6% | -304.8% | -16.2% |
| All | -1.2% | +297.1% | -298.3% | -16.2% |
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