-54.1%
ILMN vs BTG
+75.0%
-129.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -3.1% |
| 7D | -3.9% | +2.4% | -6.3% | -4.1% |
| 30D | +6.9% | +9.5% | -2.6% | +5.8% |
| 3M | +28.1% | +38.5% | -10.4% | +22.8% |
| 6M | +65.0% | +5.6% | +59.3% | +62.7% |
| YTD | +56.3% | +23.9% | +32.4% | +49.8% |
| 1Y | +108.7% | +32.1% | +76.6% | +95.8% |
| 3Y | +33.1% | +103.2% | -70.1% | +11.8% |
| 5Y | -54.1% | +79.7% | -133.8% | -60.4% |
| All | -54.1% | +75.0% | -129.2% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling