+81.0%
BSX vs BTI
+73.8%
+7.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -10.1% | -0.2% | -9.9% | -10.0% |
| 30D | -16.4% | -1.1% | -15.3% | -16.2% |
| 3M | -8.9% | -8.8% | -0.1% | -6.5% |
| 6M | -38.3% | -4.0% | -34.3% | -37.8% |
| YTD | -54.9% | +0.4% | -55.3% | -55.4% |
| 1Y | -58.8% | +1.9% | -60.7% | -59.6% |
| 3Y | -21.2% | +108.5% | -129.7% | -40.9% |
| 5Y | -3.3% | +118.5% | -121.9% | -29.7% |
| All | +81.0% | +73.8% | +7.2% | +30.3% |
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 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