+679.3%
JNJ vs SIMO
+2,080.4%
-1,401.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.7% | +1.3% |
| 7D | +1.1% | -22.0% | +23.1% | +2.0% |
| 30D | +6.9% | -43.0% | +49.9% | +9.1% |
| 3M | +8.0% | -39.1% | +47.2% | +9.6% |
| 6M | +24.3% | -33.3% | +57.6% | +24.7% |
| YTD | +35.6% | +77.0% | -41.3% | +28.5% |
| 1Y | +51.1% | +73.0% | -21.9% | +43.2% |
| 3Y | +98.3% | +215.7% | -117.4% | +79.9% |
| 5Y | +94.3% | +155.6% | -61.3% | +76.0% |
| 10Y | +214.9% | +388.4% | -173.4% | +167.5% |
| All | +679.3% | +2,080.4% | -1,401.2% | +440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling