+301.0%
ARKK vs ILMN
+56.2%
+244.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.7% |
| 7D | +4.6% | +0.7% | +3.8% | +4.2% |
| 30D | -12.2% | -22.7% | +10.5% | -0.4% |
| 3M | -6.0% | +8.6% | -14.6% | -12.0% |
| 6M | -2.2% | +43.8% | -46.0% | -22.2% |
| YTD | -0.5% | +59.8% | -60.3% | -26.7% |
| 1Y | -6.0% | +71.8% | -77.8% | -33.5% |
| 3Y | +92.5% | +119.0% | -26.4% | +7.3% |
| 5Y | -34.4% | -43.8% | +9.5% | -20.3% |
| All | +301.0% | +56.2% | +244.8% | +225.0% |
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