+59.7%
ILMN vs ARWR
+1,055.7%
-996.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -9.8% | -17.7% | +7.9% | -6.9% |
| 30D | -22.7% | -21.9% | -0.8% | -19.5% |
| 3M | +12.1% | -44.5% | +56.6% | +23.4% |
| 6M | +51.5% | -32.6% | +84.1% | +59.8% |
| YTD | +63.9% | -26.2% | +90.0% | +68.9% |
| 1Y | +76.6% | +23.0% | +53.6% | +63.9% |
| 3Y | +124.6% | +81.8% | +42.8% | +81.0% |
| 5Y | -42.7% | -36.0% | -6.7% | -47.5% |
| 10Y | +59.7% | +1,039.5% | -979.9% | -9.0% |
| All | +59.7% | +1,055.7% | -996.0% | -9.0% |
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