-3.9%
CRM vs ILMN
-55.2%
+51.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -8.1% | -9.2% | +1.1% | -5.5% |
| 30D | +23.1% | +4.4% | +18.7% | +21.4% |
| 3M | +42.5% | +23.9% | +18.7% | +33.1% |
| 6M | +25.3% | +64.5% | -39.2% | +6.9% |
| YTD | -7.8% | +53.5% | -61.3% | -20.2% |
| 1Y | +1.0% | +110.8% | -109.8% | -22.0% |
| 3Y | +10.0% | +30.7% | -20.7% | -4.6% |
| 5Y | -3.9% | -54.8% | +51.0% | +21.9% |
| All | -3.9% | -55.2% | +51.3% | +21.9% |
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