+40.7%
ILMN vs ARWR
+211.2%
-170.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.2% | +1.7% | -0.5% | +0.9% |
| 30D | +9.2% | -0.7% | +9.8% | +9.3% |
| 3M | +29.8% | +14.9% | +15.0% | +25.7% |
| 6M | +69.2% | +32.6% | +36.6% | +58.2% |
| YTD | +66.4% | +30.0% | +36.3% | +55.6% |
| 1Y | +123.4% | +208.4% | -85.0% | +72.3% |
| All | +40.7% | +211.2% | -170.5% | -4.9% |
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