+60.7%
BMY vs BTI
+73.8%
-13.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -0.1% | -1.1% | +1.0% | +0.1% |
| 3M | +13.1% | -8.8% | +21.9% | +15.5% |
| 6M | +8.4% | -4.0% | +12.4% | +9.0% |
| YTD | +22.0% | +0.4% | +21.6% | +21.2% |
| 1Y | +40.3% | +1.9% | +38.4% | +38.7% |
| 3Y | +20.5% | +108.5% | -88.0% | -2.1% |
| 5Y | +23.7% | +118.5% | -94.8% | -1.7% |
| All | +60.7% | +73.8% | -13.1% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling