-21.8%
CRH vs ILMN
+115.7%
-137.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.8% |
| 7D | -6.1% | -5.4% | -0.7% | -5.6% |
| 30D | -9.3% | +7.0% | -16.3% | -9.8% |
| 3M | -15.2% | +24.2% | -39.4% | -17.0% |
| 6M | -14.2% | +69.9% | -84.1% | -18.2% |
| YTD | -28.3% | +57.4% | -85.7% | -31.7% |
| 1Y | -21.8% | +107.9% | -129.7% | -26.8% |
| All | -21.8% | +115.7% | -137.5% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling