+49.5%
ILMN vs BEN
+11.0%
+38.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.3% | +1.2% |
| 7D | -9.7% | +6.6% | -16.3% | -10.6% |
| 30D | -20.4% | +3.8% | -24.3% | -20.9% |
| 3M | +10.0% | +0.2% | +9.8% | +9.7% |
| 6M | +49.5% | +10.4% | +39.0% | +53.2% |
| All | +49.5% | +11.0% | +38.5% | +53.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling