+49.5%
ILMN vs ARWR
-22.7%
+72.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +2.4% |
| 7D | -9.7% | -2.9% | -6.8% | -9.4% |
| 30D | -20.4% | -5.4% | -15.0% | -20.1% |
| 3M | +10.0% | -32.2% | +42.3% | +11.4% |
| 6M | +49.5% | -26.5% | +76.0% | +51.4% |
| All | +49.5% | -22.7% | +72.2% | +51.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling