+53.2%
ILMN vs BTSG
+495.4%
-442.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +0.7% | +8.5% | -7.7% | -0.8% |
| 30D | -22.7% | +14.0% | -36.8% | -24.7% |
| 3M | +8.6% | +19.7% | -11.1% | +4.5% |
| 6M | +43.8% | +28.7% | +15.1% | +34.6% |
| YTD | +59.8% | +90.8% | -31.0% | +36.5% |
| 1Y | +71.8% | +112.4% | -40.6% | +43.5% |
| All | +53.2% | +495.4% | -442.2% | -0.4% |
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