+950.2%
BSX vs BTI
+4,789.9%
-3,839.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.3% |
| 7D | -7.0% | -2.4% | -4.6% | -6.5% |
| 30D | -10.9% | -4.8% | -6.1% | -9.9% |
| 3M | -8.2% | -8.1% | -0.1% | -6.5% |
| 6M | -37.5% | -4.2% | -33.3% | -37.1% |
| YTD | -52.8% | -1.3% | -51.6% | -53.0% |
| 1Y | -58.4% | +2.1% | -60.5% | -58.9% |
| 3Y | -16.5% | +108.9% | -125.5% | -31.3% |
| 5Y | -1.0% | +114.5% | -115.5% | -19.5% |
| 10Y | +91.2% | +72.2% | +19.0% | +59.6% |
| All | +950.2% | +4,789.9% | -3,839.8% | +454.4% |
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