+109.1%
AMGN vs BTI
+116.2%
-7.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.5% |
| 7D | -13.9% | -2.0% | -11.9% | -13.4% |
| 30D | -7.1% | -3.4% | -3.7% | -6.3% |
| 3M | +13.9% | -9.0% | +22.9% | +16.5% |
| 6M | +3.2% | -5.0% | +8.3% | +4.2% |
| YTD | +19.2% | -0.3% | +19.6% | +18.8% |
| 1Y | +41.1% | +3.1% | +38.0% | +39.3% |
| 3Y | +61.3% | +111.0% | -49.7% | +29.4% |
| 5Y | +109.1% | +117.0% | -8.0% | +60.4% |
| All | +109.1% | +116.2% | -7.2% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling