+238.9%
CRM vs ILMN
+28.7%
+210.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.6% | +1.1% |
| 7D | -4.4% | -5.4% | +1.0% | -2.7% |
| 30D | +28.1% | +7.0% | +21.1% | +25.2% |
| 3M | +48.8% | +24.2% | +24.6% | +37.5% |
| 6M | +28.3% | +69.9% | -41.7% | +5.9% |
| YTD | -6.0% | +57.4% | -63.4% | -21.0% |
| 1Y | +1.4% | +107.9% | -106.4% | -23.8% |
| 3Y | +11.8% | +37.1% | -25.3% | -7.4% |
| 5Y | -2.0% | -53.7% | +51.7% | +17.0% |
| All | +238.9% | +28.7% | +210.2% | +214.3% |
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