+114.7%
ILMN vs BTG
+31.5%
+83.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -2.9% |
| 7D | -3.9% | +2.4% | -6.3% | -3.9% |
| 30D | +6.9% | +9.5% | -2.6% | +6.8% |
| 3M | +28.1% | +38.5% | -10.4% | +28.3% |
| 6M | +65.0% | +5.6% | +59.3% | +65.0% |
| YTD | +56.3% | +23.9% | +32.4% | +59.9% |
| All | +114.7% | +31.5% | +83.2% | +117.4% |
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