+192.5%
JNJ vs BTI
+73.8%
+118.7%
-27.4%
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 | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +2.3% | -1.1% | +3.4% | +2.6% |
| 3M | +12.0% | -8.8% | +20.7% | +14.6% |
| 6M | +10.5% | -4.0% | +14.4% | +11.3% |
| YTD | +30.4% | +0.4% | +30.0% | +29.7% |
| 1Y | +52.1% | +1.9% | +50.2% | +50.5% |
| 3Y | +77.8% | +108.5% | -30.7% | +43.5% |
| 5Y | +82.9% | +118.5% | -35.6% | +43.7% |
| All | +192.5% | +73.8% | +118.7% | +131.8% |
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 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