+326.7%
ARKK vs ILMN
+12.3%
+314.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | -2.4% | -6.0% | +3.6% | +0.7% |
| 30D | -10.8% | -23.0% | +12.2% | +0.2% |
| 3M | -2.6% | +10.4% | -13.1% | -8.8% |
| 6M | -1.9% | +49.4% | -51.4% | -21.4% |
| YTD | +2.0% | +62.3% | -60.3% | -22.7% |
| 1Y | -4.4% | +73.7% | -78.0% | -30.0% |
| 3Y | +97.5% | +122.5% | -25.0% | +18.2% |
| 5Y | -32.0% | -43.2% | +11.2% | -21.3% |
| 10Y | +317.7% | +59.0% | +258.8% | +248.8% |
| All | +326.7% | +12.3% | +314.4% | +267.8% |
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