+135.9%
ILMN vs CRL
+100.7%
+35.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -6.0% | +5.0% | -11.0% | -8.1% |
| 30D | -23.0% | +13.5% | -36.6% | -26.9% |
| 3M | +10.4% | +21.5% | -11.1% | +2.2% |
| 6M | +49.4% | +103.4% | -54.0% | +10.2% |
| YTD | +62.3% | +71.8% | -9.4% | +26.9% |
| 1Y | +73.7% | +97.5% | -23.8% | +27.4% |
| All | +135.9% | +100.7% | +35.2% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling