+94.2%
ILMN vs ARWR
+105.6%
-11.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +2.2% |
| 7D | -9.7% | -2.9% | -6.8% | -9.2% |
| 30D | -20.4% | -5.4% | -15.0% | -19.6% |
| 3M | +10.0% | -32.2% | +42.3% | +17.4% |
| 6M | +49.5% | -26.5% | +76.0% | +55.7% |
| YTD | +62.5% | -12.4% | +74.9% | +62.5% |
| 1Y | +76.0% | +46.9% | +29.1% | +56.7% |
| 3Y | +94.2% | +116.0% | -21.8% | +42.4% |
| All | +94.2% | +105.6% | -11.4% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling