-57.2%
ILMN vs BTDR
+23.3%
-80.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.7% |
| 7D | -3.9% | +14.8% | -18.7% | -4.7% |
| 30D | +6.9% | +41.8% | -34.9% | +4.7% |
| 3M | +28.1% | -29.2% | +57.3% | +29.4% |
| 6M | +65.0% | +66.2% | -1.2% | +58.8% |
| YTD | +56.3% | +10.0% | +46.3% | +52.6% |
| 1Y | +108.7% | -11.0% | +119.7% | +104.1% |
| 3Y | +33.1% | +6.9% | +26.1% | +19.8% |
| 5Y | -54.1% | +24.7% | -78.8% | -58.9% |
| All | -57.2% | +23.3% | -80.5% | -61.5% |
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