+49.6%
JNJ vs SIMO
+90.9%
-41.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.5% |
| 7D | +3.5% | +4.1% | -0.7% | +3.7% |
| 30D | +12.5% | -24.0% | +36.5% | +11.3% |
| 3M | +9.6% | -31.8% | +41.3% | +8.2% |
| 6M | +25.3% | -36.9% | +62.2% | +23.6% |
| YTD | +40.3% | +84.8% | -44.5% | +38.5% |
| 1Y | +49.6% | +99.0% | -49.3% | +48.6% |
| All | +49.6% | +90.9% | -41.2% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling