+27.6%
ILMN vs CRL
+241.6%
-214.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.9% |
| 7D | +1.9% | -0.6% | +2.5% | +2.2% |
| 30D | +12.3% | +5.0% | +7.3% | +9.7% |
| 3M | +33.5% | +50.6% | -17.0% | +6.7% |
| 6M | +69.4% | +60.9% | +8.4% | +28.4% |
| YTD | +60.9% | +40.7% | +20.2% | +29.9% |
| 1Y | +115.0% | +73.3% | +41.7% | +53.7% |
| 3Y | +37.0% | +40.6% | -3.6% | +2.3% |
| 5Y | -53.1% | -37.0% | -16.2% | -46.0% |
| 10Y | +27.6% | +244.3% | -216.7% | -41.7% |
| All | +27.6% | +241.6% | -214.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CRL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling