+244.6%
SIMO vs BMRN
-29.9%
+274.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.1% | +6.6% | +8.4% |
| 7D | +0.9% | +2.1% | -1.2% | +0.7% |
| 30D | -25.4% | +5.3% | -30.7% | -26.0% |
| 3M | -17.8% | -16.1% | -1.6% | -15.6% |
| 6M | -29.6% | +10.9% | -40.5% | -33.1% |
| YTD | +100.3% | -1.9% | +102.2% | +96.9% |
| 1Y | +100.4% | +6.2% | +94.2% | +92.0% |
| All | +244.6% | -29.9% | +274.5% | +278.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling