+296.4%
ARM vs ILMN
+47.9%
+248.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.5% |
| 7D | +5.5% | +1.2% | +4.2% | +4.9% |
| 30D | -8.2% | +9.2% | -17.4% | -11.7% |
| 3M | -35.9% | +29.8% | -65.8% | -42.7% |
| 6M | +103.1% | +69.2% | +33.9% | +63.3% |
| YTD | +130.6% | +66.4% | +64.2% | +84.6% |
| 1Y | +86.1% | +123.4% | -37.3% | +28.2% |
| All | +296.4% | +47.9% | +248.5% | +214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling