+991.7%
ILMN vs ARWR
-43.3%
+1,035.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.8% | -1.4% | -8.1% |
| 7D | -28.3% | -5.0% | -23.3% | -28.2% |
| 30D | -24.0% | -6.6% | -17.3% | -23.9% |
| 3M | +4.1% | -33.9% | +38.0% | +4.7% |
| 6M | +49.6% | -23.3% | +72.9% | +50.0% |
| YTD | +58.6% | -13.5% | +72.0% | +58.7% |
| 1Y | +69.9% | +42.5% | +27.3% | +68.7% |
| 3Y | +82.9% | +104.1% | -21.2% | +79.9% |
| 5Y | -47.6% | -28.8% | -18.8% | -48.0% |
| 10Y | +58.8% | +911.6% | -852.8% | +52.9% |
| All | +991.7% | -43.3% | +1,035.1% | +863.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling