-45.5%
ILMN vs BEN
+19.4%
-65.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.3% | -0.2% |
| 7D | -9.7% | +6.6% | -16.3% | -12.9% |
| 30D | -20.4% | +3.8% | -24.3% | -22.0% |
| 3M | +10.0% | +0.2% | +9.8% | +9.8% |
| 6M | +49.5% | +10.4% | +39.0% | +40.0% |
| YTD | +62.5% | +46.2% | +16.3% | +27.2% |
| 1Y | +76.0% | +52.3% | +23.7% | +34.2% |
| 3Y | +94.2% | +65.9% | +28.2% | +35.8% |
| All | -45.5% | +19.4% | -65.0% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling