-51.4%
ILMN vs CRL
-35.5%
-15.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.7% |
| 7D | +1.2% | -1.0% | +2.2% | +1.8% |
| 30D | +9.2% | +10.7% | -1.5% | +4.0% |
| 3M | +29.8% | +55.3% | -25.4% | +3.5% |
| 6M | +69.2% | +60.7% | +8.5% | +30.7% |
| YTD | +66.4% | +44.6% | +21.8% | +34.5% |
| 1Y | +123.4% | +77.7% | +45.7% | +61.0% |
| 3Y | +33.2% | +37.6% | -4.5% | +3.5% |
| All | -51.4% | -35.5% | -15.9% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling