+211.9%
CRWD vs ILMN
-43.3%
+255.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +4.1% |
| 7D | -5.5% | -2.6% | -2.9% | -4.5% |
| 30D | -16.9% | -20.6% | +3.7% | -10.6% |
| 3M | +6.6% | +17.5% | -10.9% | -0.6% |
| 6M | +73.2% | +55.6% | +17.6% | +45.6% |
| YTD | +95.1% | +68.3% | +26.7% | +57.3% |
| 1Y | +69.4% | +81.1% | -11.7% | +32.8% |
| 3Y | +379.3% | +112.2% | +267.2% | +218.3% |
| 5Y | +211.9% | -42.6% | +254.5% | +338.0% |
| All | +211.9% | -43.3% | +255.2% | +338.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling