+1,045.4%
ILMN vs BEN
+533.2%
+512.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -3.3% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +9.2% | -0.5% | +9.7% | +9.5% |
| 3M | +29.8% | +9.7% | +20.1% | +23.6% |
| 6M | +69.2% | +33.9% | +35.3% | +45.2% |
| YTD | +66.4% | +49.0% | +17.4% | +34.7% |
| 1Y | +123.4% | +42.1% | +81.3% | +84.3% |
| 3Y | +33.2% | +51.9% | -18.7% | +4.6% |
| 5Y | -52.0% | +39.0% | -91.0% | -61.3% |
| 10Y | +33.6% | +57.9% | -24.3% | -9.8% |
| All | +1,045.4% | +533.2% | +512.1% | +234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling