+70.5%
ILMN vs ARWR
+921.6%
-851.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -15.3% | +18.9% | +6.3% |
| 7D | -2.6% | -17.3% | +14.8% | +0.4% |
| 30D | -20.6% | -21.5% | +0.9% | -17.4% |
| 3M | +17.5% | -43.8% | +61.3% | +29.1% |
| 6M | +55.6% | -32.3% | +87.9% | +64.0% |
| YTD | +68.3% | -25.8% | +94.2% | +73.4% |
| 1Y | +81.1% | +25.5% | +55.6% | +67.5% |
| 3Y | +112.2% | +84.1% | +28.0% | +70.5% |
| 5Y | -42.6% | -39.2% | -3.4% | -47.0% |
| 10Y | +70.5% | +1,072.4% | -1,001.9% | -2.9% |
| All | +70.5% | +921.6% | -851.1% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling