+10.3%
ARM vs ILMN
+74.0%
-63.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.3% | +3.8% |
| 7D | -15.2% | -9.7% | -5.5% | -11.8% |
| 30D | -40.7% | -20.4% | -20.3% | -35.6% |
| 3M | -39.1% | +10.0% | -49.1% | -40.3% |
| 6M | -26.4% | +49.5% | -75.9% | -33.7% |
| YTD | +59.7% | +62.5% | -2.7% | +38.3% |
| 1Y | +10.3% | +76.0% | -65.6% | -5.1% |
| All | +10.3% | +74.0% | -63.7% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling