+56.0%
ILMN vs ARWR
+1,024.2%
-968.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -2.9% | -17.8% | +15.0% | +0.2% |
| 30D | -23.8% | -18.1% | -5.7% | -21.3% |
| 3M | +7.5% | -44.2% | +51.6% | +18.2% |
| 6M | +42.8% | -38.6% | +81.4% | +53.2% |
| YTD | +57.8% | -28.0% | +85.9% | +63.4% |
| 1Y | +72.6% | +16.1% | +56.5% | +61.9% |
| 3Y | +129.3% | +84.0% | +45.4% | +84.3% |
| 5Y | -44.5% | -35.4% | -9.1% | -49.2% |
| All | +56.0% | +1,024.2% | -968.2% | -10.6% |
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