+677.9%
JNJ vs BIL
+30.8%
+647.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.4% |
| 7D | +5.5% | +0.1% | +5.4% | +5.7% |
| 30D | +7.4% | 0.0% | +7.4% | +7.4% |
| 3M | +7.8% | +0.6% | +7.2% | +9.5% |
| 6M | +28.2% | +1.5% | +26.7% | +33.5% |
| YTD | +37.9% | +2.8% | +35.1% | +48.4% |
| 1Y | +52.4% | +3.3% | +49.1% | +66.4% |
| 3Y | +107.7% | +13.4% | +94.2% | +194.4% |
| 5Y | +96.5% | +19.8% | +76.7% | +228.7% |
| 10Y | +208.3% | +25.7% | +182.6% | +500.2% |
| All | +677.9% | +30.8% | +647.1% | +1,408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling