+123.4%
ILMN vs BTG
+38.4%
+85.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.5% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | +9.2% | +36.8% | -27.6% | +9.5% |
| 3M | +29.8% | +23.1% | +6.7% | +30.0% |
| 6M | +69.2% | +3.5% | +65.7% | +69.1% |
| YTD | +66.4% | +25.5% | +40.9% | +70.3% |
| 1Y | +123.4% | +40.1% | +83.3% | +137.3% |
| All | +123.4% | +38.4% | +85.0% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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