+51.2%
JNJ vs BIL
+3.0%
+48.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +1.9% | -0.3% | +2.2% | +2.8% |
| 30D | +9.2% | 0.0% | +9.3% | +9.1% |
| 3M | +8.9% | +0.3% | +8.6% | +13.9% |
| 6M | +24.6% | +1.2% | +23.4% | +51.3% |
| YTD | +35.7% | +2.4% | +33.3% | +105.4% |
| 1Y | +51.2% | +3.0% | +48.2% | +182.7% |
| All | +51.2% | +3.0% | +48.2% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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