+115.0%
ILMN vs BTI
+3.8%
+111.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | +1.9% | -1.4% | +3.3% | +1.7% |
| 30D | +12.3% | -7.0% | +19.3% | +11.0% |
| 3M | +33.5% | -6.3% | +39.9% | +32.1% |
| 6M | +69.4% | -2.0% | +71.3% | +69.4% |
| YTD | +60.9% | +0.2% | +60.7% | +63.0% |
| 1Y | +115.0% | +3.8% | +111.2% | +129.0% |
| All | +115.0% | +3.8% | +111.2% | +129.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling