+1,479.7%
CRWD vs ILMN
-34.6%
+1,514.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | -5.0% | -6.0% | +1.1% | -2.5% |
| 30D | -12.9% | -23.0% | +10.1% | -4.4% |
| 3M | +3.2% | +10.4% | -7.2% | -2.5% |
| 6M | +69.0% | +49.4% | +19.6% | +41.0% |
| YTD | +95.5% | +62.3% | +33.1% | +55.4% |
| 1Y | +64.6% | +73.7% | -9.1% | +27.0% |
| 3Y | +366.7% | +122.5% | +244.2% | +190.5% |
| 5Y | +226.2% | -43.2% | +269.3% | +288.6% |
| All | +1,479.7% | -34.6% | +1,514.3% | +1,222.7% |
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