+1,045.4%
ILMN vs ACGL
+5,939.0%
-4,893.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.0% |
| 7D | +1.2% | -0.7% | +2.0% | +1.5% |
| 30D | +9.2% | -1.0% | +10.2% | +9.5% |
| 3M | +29.8% | +11.0% | +18.8% | +25.1% |
| 6M | +69.2% | -0.3% | +69.5% | +68.6% |
| YTD | +66.4% | +2.3% | +64.1% | +64.2% |
| 1Y | +123.4% | +6.4% | +117.0% | +116.8% |
| 3Y | +33.2% | +34.0% | -0.8% | +16.2% |
| 5Y | -52.0% | +161.6% | -213.6% | -67.7% |
| 10Y | +33.6% | +278.6% | -245.0% | -25.6% |
| All | +1,045.4% | +5,939.0% | -4,893.6% | +327.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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