+22.0%
BMY vs BTI
+105.9%
-84.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -4.8% | -2.4% | -2.4% | -4.3% |
| 30D | -0.7% | -4.8% | +4.1% | +0.3% |
| 3M | +15.3% | -8.1% | +23.4% | +17.2% |
| 6M | +8.5% | -4.2% | +12.7% | +9.1% |
| YTD | +23.4% | -1.3% | +24.7% | +23.5% |
| 1Y | +42.9% | +2.1% | +40.8% | +41.9% |
| All | +22.0% | +105.9% | -84.0% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling