+1,369.7%
CRWD vs ILMN
-32.9%
+1,402.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -2.4% | +1.2% | -3.6% | -2.9% |
| 30D | +1.5% | +9.2% | -7.6% | -2.3% |
| 3M | +18.5% | +29.8% | -11.3% | +6.1% |
| 6M | +109.1% | +69.2% | +39.9% | +67.7% |
| YTD | +81.8% | +66.4% | +15.5% | +45.2% |
| 1Y | +106.7% | +123.4% | -16.7% | +42.9% |
| 3Y | +428.7% | +33.2% | +395.5% | +329.5% |
| 5Y | +206.4% | -52.0% | +258.3% | +303.7% |
| All | +1,369.7% | -32.9% | +1,402.6% | +1,136.0% |
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 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