+49.9%
ILMN vs BTSG
+416.6%
-366.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -3.9% | +2.9% | -6.8% | -4.5% |
| 30D | +6.9% | +0.9% | +6.0% | +6.5% |
| 3M | +28.1% | +1.6% | +26.5% | +26.4% |
| 6M | +65.0% | +46.8% | +18.2% | +49.2% |
| YTD | +56.3% | +65.5% | -9.2% | +37.6% |
| 1Y | +108.7% | +136.2% | -27.5% | +71.0% |
| All | +49.9% | +416.6% | -366.7% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling