+71.8%
ILMN vs ARWR
+12.4%
+59.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -1.2% |
| 7D | +0.7% | -17.9% | +18.7% | +2.4% |
| 30D | -22.7% | -18.9% | -3.8% | -21.3% |
| 3M | +8.6% | -46.0% | +54.6% | +14.6% |
| 6M | +43.8% | -40.3% | +84.2% | +49.6% |
| YTD | +59.8% | -29.0% | +88.7% | +61.1% |
| 1Y | +71.8% | +13.8% | +58.0% | +73.6% |
| All | +71.8% | +12.4% | +59.4% | +73.6% |
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 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