+96.3%
CRWD vs ILMN
+108.3%
-12.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | +2.2% | -3.9% | +6.0% | +2.8% |
| 30D | -7.7% | +6.9% | -14.6% | -8.5% |
| 3M | +28.9% | +28.1% | +0.8% | +23.7% |
| 6M | +91.5% | +65.0% | +26.5% | +77.0% |
| YTD | +77.3% | +56.3% | +21.0% | +64.5% |
| 1Y | +96.3% | +108.7% | -12.5% | +73.2% |
| All | +96.3% | +108.3% | -12.0% | +73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling