+196.5%
JNJ vs SIMO
+548.4%
-351.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.8% | -0.8% |
| 7D | -3.0% | +14.5% | -17.5% | -3.1% |
| 30D | +2.5% | +20.4% | -17.9% | +2.2% |
| 3M | +13.2% | +7.1% | +6.1% | +12.8% |
| 6M | +11.3% | +129.2% | -118.0% | +7.5% |
| YTD | +31.1% | +201.9% | -170.8% | +25.2% |
| 1Y | +54.3% | +235.5% | -181.2% | +46.5% |
| 3Y | +81.1% | +463.8% | -382.7% | +66.2% |
| 5Y | +82.7% | +306.7% | -224.0% | +68.4% |
| 10Y | +196.5% | +579.5% | -383.0% | +145.3% |
| All | +196.5% | +548.4% | -351.9% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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