+2,198.9%
SIMO vs BMRN
+655.0%
+1,543.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.9% |
| 7D | +4.1% | +2.1% | +2.0% | +3.5% |
| 30D | -24.0% | +3.8% | -27.8% | -25.0% |
| 3M | -31.8% | -16.5% | -15.3% | -28.5% |
| 6M | -36.9% | +6.9% | -43.8% | -39.7% |
| YTD | +84.8% | -3.7% | +88.5% | +82.3% |
| 1Y | +99.0% | +5.6% | +93.4% | +89.5% |
| 3Y | +217.9% | -31.4% | +249.3% | +239.3% |
| 5Y | +171.5% | -30.0% | +201.4% | +179.0% |
| 10Y | +393.3% | -37.4% | +430.7% | +375.1% |
| All | +2,198.9% | +655.0% | +1,543.9% | +746.1% |
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 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