-25.8%
ACN vs ILMN
-44.7%
+18.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -3.8% | -2.9% | -1.0% | -3.4% |
| 30D | +16.5% | -23.8% | +40.4% | +20.7% |
| 3M | +41.5% | +7.5% | +34.0% | +35.8% |
| 6M | +60.1% | +42.8% | +17.3% | +44.1% |
| YTD | -3.9% | +57.8% | -61.8% | -15.9% |
| 1Y | +4.1% | +72.6% | -68.5% | -10.6% |
| 3Y | -15.9% | +129.3% | -145.2% | -35.9% |
| All | -25.8% | -44.7% | +18.9% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling