-11.8%
ACN vs ILMN
+88.1%
-99.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.2% | -2.0% |
| 7D | +0.9% | -9.7% | +10.6% | +1.7% |
| 30D | +33.5% | -20.4% | +53.9% | +35.4% |
| 3M | +53.5% | +10.0% | +43.4% | +47.7% |
| 6M | +52.2% | +49.5% | +2.7% | +39.3% |
| YTD | -0.1% | +62.5% | -62.6% | -10.3% |
| 1Y | +11.0% | +76.0% | -64.9% | -1.5% |
| 3Y | -11.8% | +94.2% | -106.0% | -25.0% |
| All | -11.8% | +88.1% | -99.8% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling