+8,422.4%
JNJ vs BTI
+5,940.0%
+2,482.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -3.0% | -2.4% | -0.5% | -2.5% |
| 30D | +2.5% | -4.8% | +7.3% | +3.5% |
| 3M | +13.2% | -8.1% | +21.4% | +15.0% |
| 6M | +11.3% | -4.2% | +15.5% | +12.0% |
| YTD | +31.1% | -1.3% | +32.4% | +31.1% |
| 1Y | +54.3% | +2.1% | +52.2% | +53.2% |
| 3Y | +81.1% | +108.9% | -27.8% | +56.1% |
| 5Y | +82.7% | +114.5% | -31.7% | +55.6% |
| 10Y | +196.5% | +72.2% | +124.2% | +156.4% |
| All | +8,422.4% | +5,940.0% | +2,482.5% | +4,127.6% |
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