+108.7%
ILMN vs BTDR
-4.6%
+113.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.7% |
| 7D | -3.9% | +14.8% | -18.7% | -5.0% |
| 30D | +6.9% | +41.8% | -34.9% | +4.1% |
| 3M | +28.1% | -29.2% | +57.3% | +29.2% |
| 6M | +65.0% | +66.2% | -1.2% | +59.8% |
| YTD | +56.3% | +10.0% | +46.3% | +51.4% |
| 1Y | +108.7% | -11.0% | +119.7% | +105.0% |
| All | +108.7% | -4.6% | +113.4% | +105.0% |
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