+52.4%
JNJ vs SIMO
+77.7%
-25.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.6% |
| 7D | +5.5% | -16.0% | +21.5% | +4.6% |
| 30D | +7.4% | -35.8% | +43.2% | +5.4% |
| 3M | +7.8% | -26.5% | +34.3% | +6.7% |
| 6M | +28.2% | -33.0% | +61.2% | +26.4% |
| YTD | +37.9% | +84.3% | -46.5% | +37.1% |
| 1Y | +52.4% | +82.0% | -29.6% | +51.8% |
| All | +52.4% | +77.7% | -25.3% | +51.8% |
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