+1,340.4%
CRWD vs ILMN
-38.2%
+1,378.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -2.8% | -9.2% | +6.4% | +0.8% |
| 30D | -5.9% | +4.4% | -10.2% | -7.9% |
| 3M | +29.0% | +23.9% | +5.1% | +17.5% |
| 6M | +91.5% | +64.5% | +27.0% | +55.2% |
| YTD | +78.2% | +53.5% | +24.8% | +46.7% |
| 1Y | +96.6% | +110.8% | -14.1% | +38.9% |
| 3Y | +397.0% | +30.7% | +366.4% | +304.1% |
| 5Y | +218.9% | -54.8% | +273.7% | +329.2% |
| All | +1,340.4% | -38.2% | +1,378.6% | +1,149.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling