+78.8%
JNJ vs BIL
+14.1%
+64.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.5% |
| 3M | +13.2% | +0.9% | +12.3% | +13.8% |
| 6M | +11.3% | +1.8% | +9.5% | +12.6% |
| YTD | +31.1% | +2.5% | +28.7% | +32.2% |
| 1Y | +54.3% | +3.7% | +50.6% | +51.6% |
| All | +78.8% | +14.1% | +64.8% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling