+3.1%
CRM vs ILMN
+118.2%
-115.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +2.0% | -2.9% | +4.8% | +2.5% |
| 30D | -7.7% | -23.8% | +16.2% | -3.8% |
| 3M | +8.4% | +7.5% | +0.9% | +4.4% |
| 6M | +31.9% | +42.8% | -10.8% | +18.6% |
| YTD | -17.2% | +57.8% | -75.0% | -27.9% |
| 1Y | -8.6% | +72.6% | -81.2% | -22.2% |
| 3Y | +3.1% | +129.3% | -126.2% | -16.6% |
| All | +3.1% | +118.2% | -115.1% | -16.6% |
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