+41.2%
ILMN vs BTDR
+0.5%
+40.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.8% |
| 7D | +1.2% | +20.0% | -18.7% | -0.1% |
| 30D | +9.2% | +11.9% | -2.8% | +8.0% |
| 3M | +29.8% | -36.9% | +66.8% | +32.5% |
| 6M | +69.2% | +56.5% | +12.7% | +61.9% |
| YTD | +66.4% | +10.4% | +55.9% | +61.4% |
| 1Y | +123.4% | +3.1% | +120.3% | +114.8% |
| All | +41.2% | +0.5% | +40.7% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling