+93.9%
ILMN vs ARWR
+59.7%
+34.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -5.3% |
| 7D | -21.6% | +2.4% | -23.9% | -21.7% |
| 30D | -22.9% | -1.1% | -21.7% | -22.8% |
| 3M | +11.6% | -31.2% | +42.8% | +15.5% |
| 6M | +62.5% | -19.3% | +81.8% | +64.3% |
| YTD | +72.7% | -7.1% | +79.9% | +69.9% |
| 1Y | +93.9% | +62.9% | +31.0% | +84.3% |
| All | +93.9% | +59.7% | +34.1% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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