+94.1%
CRH vs ILMN
-53.9%
+148.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.5% |
| 7D | -6.1% | -5.4% | -0.7% | -4.9% |
| 30D | -9.3% | +7.0% | -16.3% | -10.7% |
| 3M | -15.2% | +24.2% | -39.4% | -19.6% |
| 6M | -14.2% | +69.9% | -84.1% | -24.3% |
| YTD | -28.3% | +57.4% | -85.7% | -36.0% |
| 1Y | -21.8% | +107.9% | -129.7% | -35.5% |
| 3Y | +71.6% | +37.1% | +34.5% | +51.1% |
| All | +94.1% | -53.9% | +148.1% | +114.0% |
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