+15.6%
CRCL vs ILMN
+153.7%
-138.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.5% | -4.7% |
| 7D | +7.5% | +1.9% | +5.6% | +7.1% |
| 30D | +44.3% | +12.3% | +32.0% | +41.0% |
| 3M | +16.5% | +33.5% | -17.0% | +9.7% |
| 6M | -5.6% | +69.4% | -75.0% | -15.0% |
| YTD | +21.3% | +60.9% | -39.6% | +8.7% |
| 1Y | -14.5% | +115.0% | -129.4% | -28.0% |
| All | +15.6% | +153.7% | -138.1% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling