+25.2%
BMY vs BTI
+114.1%
-88.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | +15.3% | -8.1% | +23.4% | +17.3% |
| 6M | +8.5% | -4.2% | +12.7% | +9.1% |
| YTD | +23.4% | -1.3% | +24.7% | +23.3% |
| 1Y | +42.9% | +2.1% | +40.8% | +41.6% |
| 3Y | +22.0% | +108.9% | -87.0% | -0.3% |
| All | +25.2% | +114.1% | -88.9% | +0.7% |
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