+194.2%
JNJ vs BIL
+25.2%
+168.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | +2.5% | +0.3% | +2.2% | +2.3% |
| 3M | +13.2% | +0.9% | +12.3% | +12.7% |
| 6M | +11.3% | +1.8% | +9.5% | +10.3% |
| YTD | +31.1% | +2.5% | +28.7% | +29.3% |
| 1Y | +54.3% | +3.7% | +50.6% | +50.7% |
| 3Y | +81.1% | +14.1% | +67.1% | +70.1% |
| 5Y | +82.7% | +19.4% | +63.3% | +72.9% |
| All | +194.2% | +25.2% | +168.9% | +207.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling