+27.6%
ILMN vs BEN
+56.5%
-28.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +1.9% | +4.7% | -2.8% | -0.1% |
| 30D | +12.3% | +2.6% | +9.7% | +11.1% |
| 3M | +33.5% | +11.5% | +22.1% | +27.2% |
| 6M | +69.4% | +35.3% | +34.0% | +47.9% |
| YTD | +60.9% | +48.6% | +12.3% | +34.2% |
| 1Y | +115.0% | +46.7% | +68.3% | +79.8% |
| 3Y | +37.0% | +57.0% | -20.0% | +9.8% |
| 5Y | -53.1% | +41.8% | -95.0% | -61.6% |
| 10Y | +27.6% | +55.2% | -27.6% | +0.3% |
| All | +27.6% | +56.5% | -28.9% | +0.3% |
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