+87.0%
JNJ vs BITO
-8.3%
+95.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.3% |
| 7D | -4.3% | -5.8% | +1.5% | -4.3% |
| 30D | +3.0% | +21.1% | -18.1% | +3.0% |
| 3M | +12.2% | +23.5% | -11.3% | +12.1% |
| 6M | +10.5% | +8.3% | +2.2% | +10.4% |
| YTD | +30.8% | -13.9% | +44.6% | +31.0% |
| 1Y | +54.9% | -34.5% | +89.5% | +55.6% |
| 3Y | +80.7% | +147.0% | -66.3% | +75.4% |
| All | +87.0% | -8.3% | +95.3% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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