+67.1%
BSX vs SIMO
+2,368.1%
-2,300.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.7% | -7.7% | -0.1% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | +2.9% | -25.4% | +28.3% | +5.8% |
| 3M | -11.8% | -17.8% | +5.9% | -11.5% |
| 6M | -15.4% | -29.6% | +14.1% | -15.2% |
| YTD | -52.7% | +100.3% | -153.0% | -60.7% |
| 1Y | -56.0% | +100.4% | -156.3% | -63.5% |
| 3Y | -12.5% | +246.1% | -258.5% | -35.2% |
| 5Y | +7.6% | +189.8% | -182.3% | -20.9% |
| 10Y | +109.9% | +434.6% | -324.7% | +33.0% |
| All | +67.1% | +2,368.1% | -2,300.9% | -35.2% |
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 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