-45.5%
ILMN vs ARWR
-28.9%
-16.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +2.2% |
| 7D | -9.7% | -2.9% | -6.8% | -9.0% |
| 30D | -20.4% | -5.4% | -15.0% | -19.3% |
| 3M | +10.0% | -32.2% | +42.3% | +19.9% |
| 6M | +49.5% | -26.5% | +76.0% | +57.7% |
| YTD | +62.5% | -12.4% | +74.9% | +62.6% |
| 1Y | +76.0% | +46.9% | +29.1% | +51.4% |
| 3Y | +94.2% | +116.0% | -21.8% | +33.5% |
| All | -45.5% | -28.9% | -16.6% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling