+1,457.0%
CRWD vs ILMN
-34.0%
+1,490.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.4% | -0.2% |
| 7D | -7.7% | -9.8% | +2.0% | -3.9% |
| 30D | -17.9% | -22.7% | +4.8% | -10.0% |
| 3M | +0.3% | +12.1% | -11.8% | -5.8% |
| 6M | +71.1% | +51.5% | +19.6% | +42.0% |
| YTD | +92.6% | +63.9% | +28.8% | +52.6% |
| 1Y | +62.0% | +76.6% | -14.6% | +24.2% |
| 3Y | +360.0% | +124.6% | +235.4% | +185.3% |
| 5Y | +220.7% | -42.7% | +263.4% | +281.1% |
| All | +1,457.0% | -34.0% | +1,490.9% | +1,199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling