-51.4%
ILMN vs BEN
+39.3%
-90.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -3.4% |
| 7D | +1.2% | +0.2% | +1.0% | +1.0% |
| 30D | +9.2% | -0.5% | +9.7% | +9.5% |
| 3M | +29.8% | +9.7% | +20.1% | +23.0% |
| 6M | +69.2% | +33.9% | +35.3% | +42.5% |
| YTD | +66.4% | +49.0% | +17.4% | +30.7% |
| 1Y | +123.4% | +42.1% | +81.3% | +79.6% |
| 3Y | +33.2% | +51.9% | -18.7% | +0.9% |
| All | -51.4% | +39.3% | -90.7% | -63.1% |
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