+1,462.8%
CRWD vs ILMN
-36.4%
+1,499.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +4.5% | -2.9% | +7.3% | +5.7% |
| 30D | -9.1% | -23.8% | +14.7% | +0.2% |
| 3M | +0.5% | +7.5% | -7.0% | -4.1% |
| 6M | +61.1% | +42.8% | +18.4% | +36.8% |
| YTD | +93.4% | +57.8% | +35.5% | +55.4% |
| 1Y | +71.1% | +72.6% | -1.5% | +32.3% |
| 3Y | +351.1% | +129.3% | +221.7% | +176.1% |
| 5Y | +218.8% | -44.5% | +263.3% | +283.2% |
| All | +1,462.8% | -36.4% | +1,499.2% | +1,222.8% |
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