+331.8%
ARKK vs ILMN
+28.7%
+303.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.7% |
| 7D | -3.1% | -5.4% | +2.3% | -0.3% |
| 30D | +2.7% | +7.0% | -4.3% | -1.0% |
| 3M | +10.8% | +24.2% | -13.4% | -2.1% |
| 6M | +14.4% | +69.9% | -55.5% | -14.8% |
| YTD | +8.7% | +57.4% | -48.7% | -17.0% |
| 1Y | +6.7% | +107.9% | -101.1% | -31.7% |
| 3Y | +87.4% | +37.1% | +50.3% | +42.1% |
| 5Y | -29.5% | -53.7% | +24.2% | -4.7% |
| All | +331.8% | +28.7% | +303.1% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling