+1,028.0%
ILMN vs BTI
+4,103.5%
-3,075.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.0% |
| 7D | -9.8% | -0.1% | -9.6% | -9.9% |
| 30D | -22.7% | +9.6% | -32.3% | -25.1% |
| 3M | +12.1% | +8.3% | +3.7% | +8.8% |
| 6M | +51.5% | +7.5% | +44.0% | +46.5% |
| YTD | +63.9% | +12.3% | +51.6% | +55.3% |
| 1Y | +76.6% | +16.2% | +60.3% | +65.5% |
| 3Y | +124.6% | +148.0% | -23.4% | +62.1% |
| 5Y | -42.7% | +153.2% | -196.0% | -59.2% |
| 10Y | +59.7% | +128.2% | -68.6% | +13.1% |
| All | +1,028.0% | +4,103.5% | -3,075.5% | +521.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling