+479.2%
SIMO vs BBIO
+154.4%
+324.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.3% |
| 7D | +11.0% | -3.2% | +14.2% | +11.7% |
| 30D | +17.9% | -13.6% | +31.5% | +20.8% |
| 3M | +3.9% | +7.2% | -3.3% | +2.3% |
| 6M | +131.0% | +1.5% | +129.6% | +129.1% |
| YTD | +209.3% | -5.3% | +214.6% | +208.4% |
| 1Y | +223.8% | +37.7% | +186.0% | +201.1% |
| 3Y | +479.2% | +153.9% | +325.3% | +384.2% |
| All | +479.2% | +154.4% | +324.8% | +384.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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