+11.9%
ACN vs ILMN
+92.1%
-80.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.9% | +8.7% | +3.8% |
| 7D | +8.6% | -21.6% | +30.1% | +8.6% |
| 30D | +36.6% | -22.9% | +59.4% | +37.0% |
| 3M | +56.3% | +11.6% | +44.7% | +47.5% |
| 6M | +49.7% | +62.5% | -12.9% | +30.7% |
| YTD | +1.3% | +72.7% | -71.4% | -14.5% |
| 1Y | +11.9% | +93.9% | -81.9% | -8.8% |
| All | +11.9% | +92.1% | -80.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling