+56.0%
ILMN vs BTI
+131.8%
-75.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -2.9% | +1.6% | -4.5% | -3.3% |
| 30D | -23.8% | +9.2% | -33.1% | -25.9% |
| 3M | +7.5% | +9.6% | -2.2% | +4.4% |
| 6M | +42.8% | -2.4% | +45.2% | +42.5% |
| YTD | +57.8% | +14.2% | +43.6% | +49.3% |
| 1Y | +72.6% | +20.3% | +52.3% | +60.5% |
| 3Y | +129.3% | +147.4% | -18.1% | +63.0% |
| 5Y | -44.5% | +155.4% | -199.9% | -61.3% |
| All | +56.0% | +131.8% | -75.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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