-45.5%
ILMN vs BTI
+155.8%
-201.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +5.9% | +2.9% |
| 7D | -9.7% | -1.0% | -8.7% | -9.6% |
| 30D | -20.4% | +13.0% | -33.4% | -22.0% |
| 3M | +10.0% | +5.3% | +4.7% | +8.9% |
| 6M | +49.5% | +5.3% | +44.2% | +47.2% |
| YTD | +62.5% | +12.4% | +50.1% | +56.9% |
| 1Y | +76.0% | +18.9% | +57.0% | +67.3% |
| 3Y | +94.2% | +144.0% | -49.9% | +40.3% |
| All | -45.5% | +155.8% | -201.3% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling