+1,697.2%
ACN vs ILMN
+3,667.1%
-1,969.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -3.1% |
| 7D | -1.5% | +1.2% | -2.7% | -1.7% |
| 30D | +9.4% | +9.2% | +0.2% | +7.8% |
| 3M | +5.6% | +29.8% | -24.2% | +1.0% |
| 6M | -9.3% | +69.2% | -78.5% | -17.0% |
| YTD | -29.0% | +66.4% | -95.3% | -35.1% |
| 1Y | -24.7% | +123.4% | -148.1% | -34.8% |
| 3Y | -39.8% | +33.2% | -73.0% | -44.8% |
| 5Y | -40.9% | -52.0% | +11.0% | -38.0% |
| 10Y | +91.1% | +33.6% | +57.5% | +68.5% |
| All | +1,697.2% | +3,667.1% | -1,969.9% | +676.2% |
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