+59.5%
ILMN vs BTSG
+406.1%
-346.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.3% |
| 7D | +1.2% | +2.7% | -1.5% | +0.7% |
| 30D | +9.2% | -3.6% | +12.8% | +9.9% |
| 3M | +29.8% | +5.8% | +24.0% | +26.8% |
| 6M | +69.2% | +44.7% | +24.5% | +53.6% |
| YTD | +66.4% | +62.2% | +4.2% | +47.1% |
| 1Y | +123.4% | +152.1% | -28.7% | +80.8% |
| All | +59.5% | +406.1% | -346.6% | +7.3% |
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 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