+94.2%
ILMN vs BTI
+143.0%
-48.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +5.9% | +2.3% |
| 7D | -9.7% | -1.0% | -8.7% | -9.7% |
| 30D | -20.4% | +13.0% | -33.4% | -20.2% |
| 3M | +10.0% | +5.3% | +4.7% | +10.2% |
| 6M | +49.5% | +5.3% | +44.2% | +49.3% |
| YTD | +62.5% | +12.4% | +50.1% | +61.7% |
| 1Y | +76.0% | +18.9% | +57.0% | +74.2% |
| 3Y | +94.2% | +144.0% | -49.9% | +51.6% |
| All | +94.2% | +143.0% | -48.9% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling