-25.3%
CRCL vs ILMN
+148.8%
-174.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -8.4% | -2.9% | -5.5% | -7.5% |
| 30D | -21.8% | -23.8% | +2.0% | -15.1% |
| 3M | -17.5% | +7.5% | -24.9% | -18.5% |
| 6M | -50.9% | +42.8% | -93.6% | -54.4% |
| YTD | -21.6% | +57.8% | -79.4% | -29.3% |
| 1Y | -24.5% | +72.6% | -97.1% | -33.4% |
| All | -25.3% | +148.8% | -174.1% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling