+245.6%
CRH vs ILMN
+28.7%
+216.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.4% |
| 7D | -6.1% | -5.4% | -0.7% | -4.8% |
| 30D | -9.3% | +7.0% | -16.3% | -10.9% |
| 3M | -15.2% | +24.2% | -39.4% | -20.1% |
| 6M | -14.2% | +69.9% | -84.1% | -25.5% |
| YTD | -28.3% | +57.4% | -85.7% | -36.9% |
| 1Y | -21.8% | +107.9% | -129.7% | -36.8% |
| 3Y | +71.6% | +37.1% | +34.5% | +48.8% |
| 5Y | +96.6% | -53.7% | +150.3% | +119.7% |
| All | +245.6% | +28.7% | +216.9% | +192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling