+156.3%
ACN vs ILMN
+61.7%
+94.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -5.9% | -3.1% |
| 7D | -2.5% | -2.6% | 0.0% | -2.3% |
| 30D | +22.6% | -20.6% | +43.3% | +27.3% |
| 3M | +45.9% | +17.5% | +28.5% | +36.8% |
| 6M | +43.8% | +55.6% | -11.8% | +25.1% |
| YTD | -2.5% | +68.3% | -70.8% | -17.4% |
| 1Y | +6.5% | +81.1% | -74.6% | -11.6% |
| 3Y | -14.2% | +112.2% | -126.3% | -35.3% |
| 5Y | -24.4% | -42.6% | +18.2% | -21.1% |
| 10Y | +156.3% | +70.5% | +85.8% | +111.7% |
| All | +156.3% | +61.7% | +94.6% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling