+2,427.5%
ACN vs ILMN
+3,579.2%
-1,151.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.2% | -2.1% |
| 7D | +0.9% | -9.7% | +10.6% | +2.3% |
| 30D | +33.5% | -20.4% | +53.9% | +37.1% |
| 3M | +53.5% | +10.0% | +43.4% | +49.0% |
| 6M | +52.2% | +49.5% | +2.7% | +40.2% |
| YTD | -0.1% | +62.5% | -62.6% | -9.6% |
| 1Y | +11.0% | +76.0% | -64.9% | -0.8% |
| 3Y | -11.8% | +94.2% | -106.0% | -24.6% |
| 5Y | -22.8% | -46.3% | +23.5% | -21.4% |
| 10Y | +162.4% | +62.7% | +99.7% | +124.0% |
| All | +2,427.5% | +3,579.2% | -1,151.7% | +980.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling