+549.0%
SIMO vs BMRN
-29.8%
+578.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.9% |
| 7D | +12.5% | -1.4% | +13.9% | +12.8% |
| 30D | +18.4% | -5.8% | +24.2% | +19.8% |
| 3M | +5.6% | +16.6% | -11.0% | +0.7% |
| 6M | +116.9% | +7.6% | +109.3% | +110.1% |
| YTD | +188.4% | +10.2% | +178.2% | +177.6% |
| 1Y | +221.3% | +20.2% | +201.1% | +201.1% |
| 3Y | +438.6% | -27.4% | +465.9% | +460.9% |
| 5Y | +287.9% | -16.0% | +303.9% | +280.7% |
| All | +549.0% | -29.8% | +578.8% | +511.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BMRN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling