+1,690.2%
BMY vs BTI
+6,031.1%
-4,340.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -3.3% | -1.4% | -2.0% | -3.0% |
| 30D | 0.0% | -7.0% | +7.0% | +1.5% |
| 3M | +17.7% | -6.3% | +24.0% | +19.2% |
| 6M | +9.6% | -2.0% | +11.6% | +9.7% |
| YTD | +24.0% | +0.2% | +23.8% | +23.4% |
| 1Y | +45.1% | +3.8% | +41.3% | +43.2% |
| 3Y | +22.5% | +112.1% | -89.6% | +2.6% |
| 5Y | +22.3% | +113.6% | -91.3% | +1.6% |
| 10Y | +62.0% | +69.6% | -7.6% | +37.2% |
| All | +1,690.2% | +6,031.1% | -4,340.9% | +700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling