+417.8%
SIMO vs BMRN
-38.2%
+456.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.6% |
| 7D | +14.9% | +1.0% | +13.8% | +14.7% |
| 30D | -27.0% | +4.3% | -31.3% | -27.8% |
| 3M | -25.4% | -19.3% | -6.1% | -22.0% |
| 6M | -30.3% | +7.2% | -37.5% | -32.9% |
| YTD | +95.8% | -4.6% | +100.4% | +94.0% |
| 1Y | +100.0% | +2.5% | +97.5% | +93.7% |
| 3Y | +238.3% | -32.5% | +270.7% | +257.8% |
| 5Y | +187.6% | -30.6% | +218.2% | +194.6% |
| All | +417.8% | -38.2% | +456.0% | +405.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling