+93.9%
ILMN vs BTDR
-69.9%
+163.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -4.3% |
| 7D | -21.6% | -17.6% | -4.0% | -19.9% |
| 30D | -22.9% | -40.3% | +17.4% | -19.4% |
| 3M | +11.6% | -42.6% | +54.2% | +16.0% |
| 6M | +62.5% | -46.3% | +108.8% | +68.5% |
| YTD | +72.7% | -41.7% | +114.5% | +74.5% |
| 1Y | +93.9% | -69.4% | +163.3% | +107.0% |
| All | +93.9% | -69.9% | +163.7% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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