+93.9%
ILMN vs BEN
+56.2%
+37.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.7% | -9.6% | -5.9% |
| 7D | -21.6% | +6.7% | -28.3% | -22.6% |
| 30D | -22.9% | +3.0% | -25.9% | -23.4% |
| 3M | +11.6% | -4.3% | +15.9% | +12.2% |
| 6M | +62.5% | +16.4% | +46.2% | +57.0% |
| YTD | +72.7% | +46.8% | +25.9% | +49.5% |
| 1Y | +93.9% | +57.3% | +36.5% | +63.6% |
| All | +93.9% | +56.2% | +37.6% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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