+691.1%
JNJ vs SIMO
+2,368.1%
-1,677.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -0.5% |
| 7D | +1.5% | +0.9% | +0.6% | +1.4% |
| 30D | +6.3% | -25.4% | +31.7% | +7.3% |
| 3M | +8.5% | -17.8% | +26.2% | +8.7% |
| 6M | +28.0% | -29.6% | +57.5% | +28.2% |
| YTD | +37.7% | +100.3% | -62.6% | +29.7% |
| 1Y | +47.9% | +100.4% | -52.4% | +39.3% |
| 3Y | +107.4% | +246.1% | -138.7% | +87.5% |
| 5Y | +97.7% | +189.8% | -92.1% | +78.1% |
| 10Y | +210.7% | +434.6% | -223.9% | +163.0% |
| All | +691.1% | +2,368.1% | -1,677.0% | +446.2% |
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