+55.7%
ILMN vs BTSG
+505.2%
-449.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.0% | +4.0% | -10.0% | -6.7% |
| 30D | -23.0% | +15.3% | -38.3% | -25.2% |
| 3M | +10.4% | +25.4% | -15.0% | +5.2% |
| 6M | +49.4% | +31.9% | +17.5% | +39.1% |
| YTD | +62.3% | +93.9% | -31.6% | +38.3% |
| 1Y | +73.7% | +114.2% | -40.5% | +44.9% |
| All | +55.7% | +505.2% | -449.5% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling