+76.0%
ILMN vs CRL
+101.2%
-25.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.8% | -5.4% | -1.5% |
| 7D | -9.7% | -6.1% | -3.6% | -6.9% |
| 30D | -20.4% | +12.4% | -32.8% | -23.7% |
| 3M | +10.0% | +27.1% | -17.1% | +1.1% |
| 6M | +49.5% | +85.7% | -36.2% | +19.0% |
| YTD | +62.5% | +69.2% | -6.7% | +33.0% |
| 1Y | +76.0% | +97.5% | -21.5% | +35.7% |
| All | +76.0% | +101.2% | -25.3% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling