+676.8%
JNJ vs BIL
+30.8%
+646.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.7% |
| 30D | +6.3% | 0.0% | +6.3% | +6.3% |
| 3M | +8.5% | +0.6% | +7.9% | +10.2% |
| 6M | +28.0% | +1.5% | +26.5% | +33.2% |
| YTD | +37.7% | +2.8% | +34.9% | +48.3% |
| 1Y | +47.9% | +3.3% | +44.6% | +61.6% |
| 3Y | +107.4% | +13.4% | +94.0% | +194.1% |
| 5Y | +97.7% | +19.8% | +77.9% | +230.7% |
| 10Y | +210.7% | +25.7% | +184.9% | +505.9% |
| All | +676.8% | +30.8% | +646.0% | +1,406.6% |
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