+8.9%
CRCL vs ILMN
+148.2%
-139.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.5% |
| 7D | -11.2% | -5.4% | -5.8% | -9.7% |
| 30D | +27.1% | +7.0% | +20.1% | +25.8% |
| 3M | +9.6% | +24.2% | -14.6% | +5.0% |
| 6M | -19.7% | +69.9% | -89.6% | -27.4% |
| YTD | +14.2% | +57.4% | -43.2% | +3.1% |
| 1Y | -32.2% | +107.9% | -140.1% | -42.2% |
| All | +8.9% | +148.2% | -139.3% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling