+5.0%
SYK vs BTI
+116.5%
-111.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.2% |
| 7D | -12.3% | -2.0% | -10.3% | -11.9% |
| 30D | -22.4% | -3.4% | -19.0% | -21.7% |
| 3M | -12.3% | -9.0% | -3.3% | -10.2% |
| 6M | -24.3% | -5.0% | -19.3% | -23.3% |
| YTD | -22.8% | -0.3% | -22.4% | -22.8% |
| 1Y | -28.8% | +3.1% | -31.9% | -29.6% |
| 3Y | -4.0% | +111.0% | -114.9% | -24.3% |
| All | +5.0% | +116.5% | -111.5% | -18.9% |
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