+5,793.7%
CRM vs ILMN
+6,198.1%
-404.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -2.9% |
| 7D | -3.5% | +1.9% | -5.4% | -4.0% |
| 30D | +29.3% | +12.3% | +17.0% | +24.7% |
| 3M | +36.8% | +33.5% | +3.3% | +24.6% |
| 6M | +23.9% | +69.4% | -45.5% | +4.4% |
| YTD | -5.5% | +60.9% | -66.4% | -19.6% |
| 1Y | -0.4% | +115.0% | -115.4% | -23.5% |
| 3Y | +12.8% | +37.0% | -24.3% | -4.8% |
| 5Y | -3.5% | -53.1% | +49.6% | +8.5% |
| 10Y | +238.4% | +27.6% | +210.9% | +171.4% |
| All | +5,793.7% | +6,198.1% | -404.4% | +1,590.1% |
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 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