+676.5%
JNJ vs SIMO
+3,332.4%
-2,655.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.9% | -1.5% |
| 7D | +2.7% | +4.2% | -1.5% | +2.5% |
| 30D | +7.4% | +4.1% | +3.3% | +7.0% |
| 3M | +21.2% | -12.9% | +34.1% | +21.1% |
| 6M | +13.4% | +110.3% | -96.9% | +7.7% |
| YTD | +35.1% | +178.6% | -143.4% | +26.2% |
| 1Y | +57.4% | +220.0% | -162.6% | +45.6% |
| 3Y | +86.8% | +409.0% | -322.3% | +66.7% |
| 5Y | +80.8% | +277.3% | -196.5% | +62.0% |
| 10Y | +202.7% | +506.6% | -303.9% | +156.7% |
| All | +676.5% | +3,332.4% | -2,655.9% | +431.2% |
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