+1,173.9%
CRH vs ILMN
+1,352.5%
-178.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.5% |
| 7D | -0.6% | +1.9% | -2.5% | -0.9% |
| 30D | -9.5% | +12.3% | -21.8% | -10.8% |
| 3M | -10.4% | +33.5% | -43.9% | -13.8% |
| 6M | -14.2% | +69.4% | -83.6% | -20.0% |
| YTD | -26.6% | +60.9% | -87.5% | -31.3% |
| 1Y | -18.2% | +115.0% | -133.2% | -26.6% |
| 3Y | +74.9% | +37.0% | +37.9% | +63.4% |
| 5Y | +101.7% | -53.1% | +154.8% | +109.3% |
| 10Y | +249.4% | +27.6% | +221.9% | +221.7% |
| All | +1,173.9% | +1,352.5% | -178.6% | +904.4% |
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