+368.8%
ARKK vs ILMN
+15.0%
+353.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.3% |
| 7D | +1.9% | +1.2% | +0.7% | +1.3% |
| 30D | +13.2% | +9.2% | +4.0% | +8.2% |
| 3M | +7.7% | +29.8% | -22.2% | -5.8% |
| 6M | +15.1% | +69.2% | -54.1% | -12.0% |
| YTD | +12.1% | +66.4% | -54.3% | -14.7% |
| 1Y | +14.9% | +123.4% | -108.5% | -26.2% |
| 3Y | +99.3% | +33.2% | +66.1% | +57.5% |
| 5Y | -29.9% | -52.0% | +22.0% | -11.3% |
| 10Y | +351.6% | +33.6% | +318.0% | +293.0% |
| All | +368.8% | +15.0% | +353.8% | +306.1% |
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