-53.1%
ILMN vs BTDR
+28.1%
-81.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -3.4% |
| 7D | +1.9% | +22.4% | -20.5% | +0.7% |
| 30D | +12.3% | +16.5% | -4.2% | +11.0% |
| 3M | +33.5% | -31.5% | +65.0% | +35.1% |
| 6M | +69.4% | +74.0% | -4.7% | +62.7% |
| YTD | +60.9% | +13.0% | +47.9% | +56.8% |
| 1Y | +115.0% | -0.2% | +115.2% | +108.9% |
| 3Y | +37.0% | +9.9% | +27.1% | +23.2% |
| 5Y | -53.1% | +28.1% | -81.2% | -58.3% |
| All | -53.1% | +28.1% | -81.2% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling