+579.5%
SIMO vs BMRN
-31.0%
+610.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +14.5% | -3.8% | +18.3% | +15.5% |
| 30D | +20.4% | -6.5% | +26.9% | +22.1% |
| 3M | +7.1% | +11.2% | -4.1% | +3.4% |
| 6M | +129.2% | +5.8% | +123.4% | +123.0% |
| YTD | +201.9% | +8.4% | +193.6% | +191.8% |
| 1Y | +235.5% | +15.7% | +219.8% | +217.5% |
| 3Y | +463.8% | -28.6% | +492.4% | +489.6% |
| 5Y | +306.7% | -19.6% | +326.3% | +303.5% |
| All | +579.5% | -31.0% | +610.4% | +543.1% |
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