+83.4%
JNJ vs BTI
+116.2%
-32.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.5% |
| 7D | -4.3% | -2.0% | -2.4% | -3.9% |
| 30D | +3.0% | -3.4% | +6.5% | +3.9% |
| 3M | +12.2% | -9.0% | +21.2% | +14.7% |
| 6M | +10.5% | -5.0% | +15.5% | +11.6% |
| YTD | +30.8% | -0.3% | +31.1% | +30.5% |
| 1Y | +54.9% | +3.1% | +51.8% | +53.3% |
| 3Y | +80.7% | +111.0% | -30.3% | +50.9% |
| 5Y | +83.4% | +117.0% | -33.6% | +51.5% |
| All | +83.4% | +116.2% | -32.8% | +51.5% |
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