+110.3%
SIMO vs BMRN
+12.8%
+97.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.6% | +8.8% |
| 7D | +4.2% | +2.9% | +1.4% | +5.3% |
| 30D | +4.1% | +11.0% | -7.0% | +7.4% |
| 3M | -12.9% | +17.8% | -30.7% | -10.1% |
| 6M | +110.3% | +10.1% | +100.3% | +118.8% |
| All | +110.3% | +12.8% | +97.6% | +118.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling