+208.3%
JNJ vs SIMO
+395.4%
-187.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.5% |
| 7D | +5.5% | -16.0% | +21.5% | +5.6% |
| 30D | +7.4% | -35.8% | +43.2% | +7.8% |
| 3M | +7.8% | -26.5% | +34.3% | +7.9% |
| 6M | +28.2% | -33.0% | +61.2% | +28.0% |
| YTD | +37.9% | +84.3% | -46.5% | +32.2% |
| 1Y | +52.4% | +82.0% | -29.6% | +46.1% |
| 3Y | +107.7% | +218.5% | -110.8% | +92.3% |
| 5Y | +96.5% | +175.0% | -78.5% | +80.1% |
| 10Y | +208.3% | +407.5% | -199.2% | +155.3% |
| All | +208.3% | +395.4% | -187.1% | +155.3% |
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