+71.8%
ILMN vs BTSG
+110.2%
-38.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +0.7% | +8.5% | -7.7% | -0.6% |
| 30D | -22.7% | +14.0% | -36.8% | -23.9% |
| 3M | +8.6% | +19.7% | -11.1% | +5.4% |
| 6M | +43.8% | +28.7% | +15.1% | +32.0% |
| YTD | +59.8% | +90.8% | -31.0% | +25.2% |
| 1Y | +71.8% | +112.4% | -40.6% | +28.1% |
| All | +71.8% | +110.2% | -38.4% | +28.1% |
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