-5.6%
ARM vs ILMN
+67.2%
-72.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.9% | -0.4% | -3.2% |
| 7D | -18.7% | -21.6% | +2.9% | -10.6% |
| 30D | -36.7% | -22.9% | -13.8% | -30.2% |
| 3M | -31.6% | +11.6% | -43.2% | -35.4% |
| 6M | -5.6% | +62.5% | -68.2% | -36.8% |
| All | -5.6% | +67.2% | -72.9% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling