+129.3%
ILMN vs BEN
+86.4%
+43.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.4% |
| 7D | -2.9% | +6.8% | -9.7% | -5.7% |
| 30D | -23.8% | +18.0% | -41.8% | -29.0% |
| 3M | +7.5% | +7.5% | 0.0% | +4.1% |
| 6M | +42.8% | +14.7% | +28.1% | +33.6% |
| YTD | +57.8% | +56.1% | +1.7% | +26.1% |
| 1Y | +72.6% | +69.6% | +3.0% | +32.2% |
| 3Y | +129.3% | +87.7% | +41.7% | +55.8% |
| All | +129.3% | +86.4% | +43.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling