+54.3%
ILMN vs BTSG
+421.3%
-367.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -3.9% |
| 7D | +1.9% | +5.7% | -3.8% | +0.7% |
| 30D | +12.3% | +0.2% | +12.1% | +12.1% |
| 3M | +33.5% | +5.6% | +27.9% | +30.6% |
| 6M | +69.4% | +50.8% | +18.6% | +52.3% |
| YTD | +60.9% | +67.0% | -6.1% | +41.3% |
| 1Y | +115.0% | +145.5% | -30.6% | +74.8% |
| All | +54.3% | +421.3% | -367.0% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling