+137.8%
LLY vs ARKK
+94.3%
+43.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | +4.6% | +4.6% | 0.0% | +3.9% |
| 30D | +22.4% | -12.2% | +34.6% | +24.4% |
| 3M | +17.1% | -6.0% | +23.1% | +17.7% |
| 6M | +44.6% | -2.2% | +46.8% | +44.1% |
| YTD | +33.5% | -0.5% | +34.0% | +32.0% |
| 1Y | +41.1% | -6.0% | +47.1% | +40.6% |
| All | +137.8% | +94.3% | +43.5% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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