-40.6%
ACN vs ILMN
-51.8%
+11.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -3.0% |
| 7D | -1.5% | +1.2% | -2.7% | -1.8% |
| 30D | +9.4% | +9.2% | +0.2% | +7.3% |
| 3M | +5.6% | +29.8% | -24.2% | -0.4% |
| 6M | -9.3% | +69.2% | -78.5% | -19.3% |
| YTD | -29.0% | +66.4% | -95.3% | -36.9% |
| 1Y | -24.7% | +123.4% | -148.1% | -37.8% |
| 3Y | -39.8% | +33.2% | -73.0% | -45.8% |
| All | -40.6% | -51.8% | +11.2% | -30.1% |
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