+58.0%
ILMN vs BEN
+58.0%
-0.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +0.7% | +11.3% | -10.6% | -3.7% |
| 30D | -22.7% | +15.0% | -37.7% | -27.0% |
| 3M | +8.6% | +7.8% | +0.8% | +5.2% |
| 6M | +43.8% | +15.5% | +28.3% | +34.6% |
| YTD | +59.8% | +55.4% | +4.4% | +30.8% |
| 1Y | +71.8% | +63.3% | +8.5% | +37.7% |
| 3Y | +119.0% | +83.4% | +35.6% | +64.5% |
| 5Y | -43.8% | +28.1% | -71.9% | -52.5% |
| All | +58.0% | +58.0% | -0.1% | +19.4% |
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