+57.4%
JNJ vs BTI
+5.0%
+52.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | +7.4% | -6.6% | +14.0% | +9.3% |
| 3M | +21.2% | -3.0% | +24.2% | +22.2% |
| 6M | +13.4% | -6.7% | +20.1% | +15.4% |
| YTD | +35.1% | +0.6% | +34.6% | +35.9% |
| 1Y | +57.4% | +5.6% | +51.8% | +60.8% |
| All | +57.4% | +5.0% | +52.5% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling