+1,333.1%
CRWD vs ILMN
-37.0%
+1,370.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | +0.1% |
| 7D | +2.2% | -3.9% | +6.0% | +3.7% |
| 30D | -7.7% | +6.9% | -14.6% | -10.5% |
| 3M | +28.9% | +28.1% | +0.8% | +15.9% |
| 6M | +91.5% | +65.0% | +26.5% | +55.1% |
| YTD | +77.3% | +56.3% | +21.0% | +45.0% |
| 1Y | +96.3% | +108.7% | -12.5% | +39.3% |
| 3Y | +394.5% | +33.1% | +361.4% | +299.3% |
| 5Y | +213.5% | -54.1% | +267.6% | +319.5% |
| All | +1,333.1% | -37.0% | +1,370.1% | +1,134.4% |
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 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