+59.0%
ILMN vs ARWR
+1,021.8%
-962.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | -6.0% | -19.9% | +13.9% | -2.5% |
| 30D | -23.0% | -18.7% | -4.3% | -20.4% |
| 3M | +10.4% | -44.7% | +55.1% | +21.7% |
| 6M | +49.4% | -36.5% | +85.9% | +59.4% |
| YTD | +62.3% | -25.7% | +88.0% | +67.1% |
| 1Y | +73.7% | +18.9% | +54.7% | +62.2% |
| 3Y | +122.5% | +83.1% | +39.4% | +79.1% |
| 5Y | -43.2% | -34.9% | -8.3% | -48.0% |
| 10Y | +59.0% | +1,080.9% | -1,021.9% | -9.6% |
| All | +59.0% | +1,021.8% | -962.9% | -9.6% |
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