+379.3%
CRWD vs ILMN
+103.6%
+275.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +4.6% |
| 7D | -5.5% | -2.6% | -2.9% | -4.9% |
| 30D | -16.9% | -20.6% | +3.7% | -13.0% |
| 3M | +6.6% | +17.5% | -10.9% | +2.9% |
| 6M | +73.2% | +55.6% | +17.6% | +57.8% |
| YTD | +95.1% | +68.3% | +26.7% | +73.8% |
| 1Y | +69.4% | +81.1% | -11.7% | +48.6% |
| 3Y | +379.3% | +112.2% | +267.2% | +296.8% |
| All | +379.3% | +103.6% | +275.7% | +296.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling