+70.5%
ILMN vs BEN
+70.4%
0.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.3% | -2.8% | +1.0% |
| 7D | -2.6% | +12.2% | -14.8% | -7.2% |
| 30D | -20.6% | +12.1% | -32.7% | -24.2% |
| 3M | +17.5% | +7.3% | +10.2% | +14.1% |
| 6M | +55.6% | +17.9% | +37.7% | +44.4% |
| YTD | +68.3% | +55.4% | +12.9% | +37.9% |
| 1Y | +81.1% | +69.3% | +11.8% | +43.0% |
| 3Y | +112.2% | +82.8% | +29.3% | +59.8% |
| 5Y | -42.6% | +28.8% | -71.4% | -51.5% |
| 10Y | +70.5% | +53.9% | +16.6% | +30.7% |
| All | +70.5% | +70.4% | 0.0% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling