+174.6%
ARM vs ILMN
+44.5%
+130.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.3% | +3.7% |
| 7D | -15.2% | -9.7% | -5.5% | -11.4% |
| 30D | -40.7% | -20.4% | -20.3% | -35.0% |
| 3M | -39.1% | +10.0% | -49.1% | -42.0% |
| 6M | -26.4% | +49.5% | -75.9% | -38.3% |
| YTD | +59.7% | +62.5% | -2.7% | +28.0% |
| 1Y | +10.3% | +76.0% | -65.6% | -14.7% |
| 3Y | +228.9% | +94.2% | +134.7% | +127.3% |
| All | +174.6% | +44.5% | +130.1% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling