+123.4%
ILMN vs BTSG
+152.4%
-29.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.3% |
| 7D | +1.2% | +2.7% | -1.5% | +0.6% |
| 30D | +9.2% | -3.6% | +12.8% | +10.1% |
| 3M | +29.8% | +5.8% | +24.0% | +24.8% |
| 6M | +69.2% | +44.7% | +24.5% | +46.1% |
| YTD | +66.4% | +62.2% | +4.2% | +38.4% |
| 1Y | +123.4% | +152.1% | -28.7% | +61.6% |
| All | +123.4% | +152.4% | -29.0% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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