+3,365.1%
SIMO vs BMRN
+777.7%
+2,587.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.6% | +8.7% |
| 7D | +4.2% | +2.9% | +1.4% | +3.3% |
| 30D | +4.1% | +11.0% | -7.0% | +0.2% |
| 3M | -12.9% | +17.8% | -30.7% | -18.2% |
| 6M | +110.3% | +10.1% | +100.3% | +100.5% |
| YTD | +178.6% | +11.9% | +166.6% | +164.1% |
| 1Y | +220.0% | +17.2% | +202.8% | +197.0% |
| 3Y | +409.0% | -28.5% | +437.5% | +437.9% |
| 5Y | +277.3% | -21.7% | +299.0% | +275.4% |
| 10Y | +506.6% | -30.5% | +537.1% | +468.2% |
| All | +3,365.1% | +777.7% | +2,587.3% | +1,125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling