-56.8%
ILMN vs BTDR
-44.0%
-12.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.6% | +7.4% | -0.6% |
| 7D | -2.9% | -6.9% | +4.0% | -2.5% |
| 30D | -23.8% | -31.5% | +7.7% | -22.1% |
| 3M | +7.5% | -36.1% | +43.5% | +10.1% |
| 6M | +42.8% | -57.6% | +100.4% | +48.2% |
| YTD | +57.8% | -50.0% | +107.9% | +61.0% |
| 1Y | +72.6% | -49.6% | +122.2% | +75.7% |
| 3Y | +129.3% | +48.5% | +80.8% | +115.1% |
| 5Y | -44.5% | -43.8% | -0.7% | -48.0% |
| All | -56.8% | -44.0% | -12.8% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling