+225.4%
EMR vs ARKK
+367.1%
-141.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +3.1% | +3.6% | -0.5% | +1.8% |
| 30D | -3.5% | +8.4% | -11.9% | -6.3% |
| 3M | +9.8% | +13.4% | -3.7% | +4.8% |
| 6M | +10.8% | +18.9% | -8.1% | +3.9% |
| YTD | +15.9% | +11.9% | +4.0% | +10.9% |
| 1Y | +16.4% | +13.1% | +3.4% | +10.4% |
| 3Y | +62.1% | +97.1% | -35.0% | +25.0% |
| 5Y | +62.9% | -27.8% | +90.7% | +67.5% |
| 10Y | +267.8% | +338.5% | -70.7% | +37.5% |
| All | +225.4% | +367.1% | -141.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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