+24.3%
ILMN vs BTG
+159.3%
-135.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -5.4% | -3.8% | -1.6% | -5.1% |
| 30D | +7.0% | +3.6% | +3.4% | +6.7% |
| 3M | +24.2% | +32.0% | -7.8% | +21.1% |
| 6M | +69.9% | +3.4% | +66.6% | +68.4% |
| YTD | +57.4% | +20.8% | +36.6% | +53.3% |
| 1Y | +107.9% | +22.4% | +85.5% | +101.2% |
| 3Y | +37.1% | +91.7% | -54.6% | +25.2% |
| 5Y | -53.7% | +79.0% | -132.7% | -57.8% |
| All | +24.3% | +159.3% | -135.0% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling