+73.7%
ILMN vs BEN
+68.9%
+4.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.0% | +7.2% | -13.2% | -7.8% |
| 30D | -23.0% | +14.1% | -37.2% | -25.5% |
| 3M | +10.4% | +9.9% | +0.5% | +7.7% |
| 6M | +49.4% | +17.4% | +32.0% | +43.7% |
| YTD | +62.3% | +57.3% | +5.0% | +33.5% |
| 1Y | +73.7% | +66.9% | +6.7% | +37.4% |
| All | +73.7% | +68.9% | +4.8% | +37.4% |
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 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