+1,045.4%
ILMN vs ARWR
-14.9%
+1,060.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.2% | +1.7% | -0.5% | +1.2% |
| 30D | +9.2% | -0.7% | +9.8% | +9.2% |
| 3M | +29.8% | +14.9% | +15.0% | +29.5% |
| 6M | +69.2% | +32.6% | +36.6% | +68.4% |
| YTD | +66.4% | +30.0% | +36.3% | +65.6% |
| 1Y | +123.4% | +208.4% | -85.0% | +119.4% |
| 3Y | +33.2% | +208.8% | -175.6% | +30.2% |
| 5Y | -52.0% | +27.8% | -79.8% | -52.7% |
| 10Y | +33.6% | +1,107.6% | -1,073.9% | +28.0% |
| All | +1,045.4% | -14.9% | +1,060.2% | +904.8% |
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