+11.7%
CRCL vs ILMN
+146.4%
-134.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.4% |
| 7D | +4.9% | -3.9% | +8.8% | +6.4% |
| 30D | +38.7% | +6.9% | +31.8% | +37.4% |
| 3M | +14.7% | +28.1% | -13.4% | +9.2% |
| 6M | -16.9% | +65.0% | -81.8% | -24.5% |
| YTD | +17.3% | +56.3% | -39.0% | +6.0% |
| 1Y | -21.2% | +108.7% | -129.9% | -33.0% |
| All | +11.7% | +146.4% | -134.7% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling