+414.7%
ILMN vs BTG
+332.2%
+82.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -2.9% | -9.1% | +6.2% | -2.2% |
| 30D | -23.8% | -1.6% | -22.2% | -23.7% |
| 3M | +7.5% | -2.8% | +10.3% | +7.7% |
| 6M | +42.8% | -7.6% | +50.4% | +43.0% |
| YTD | +57.8% | +10.2% | +47.6% | +55.5% |
| 1Y | +72.6% | +21.3% | +51.4% | +69.0% |
| 3Y | +129.3% | +82.7% | +46.7% | +115.6% |
| 5Y | -44.5% | +30.8% | -75.3% | -47.1% |
| 10Y | +54.5% | +163.7% | -109.2% | +39.0% |
| All | +414.7% | +332.2% | +82.5% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling