-2.8%
BSX vs BTI
+118.0%
-120.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -16.4% | -1.1% | -15.3% | -16.3% |
| 3M | -8.9% | -8.8% | -0.1% | -7.3% |
| 6M | -38.3% | -4.0% | -34.3% | -37.9% |
| YTD | -54.9% | +0.4% | -55.3% | -55.2% |
| 1Y | -58.8% | +1.9% | -60.7% | -59.2% |
| 3Y | -21.2% | +108.5% | -129.7% | -36.1% |
| All | -2.8% | +118.0% | -120.8% | -24.3% |
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 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