+1,045.4%
ILMN vs CRS
+5,260.6%
-4,215.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -2.0% |
| 7D | +1.2% | -0.2% | +1.5% | +1.3% |
| 30D | +9.2% | -16.6% | +25.8% | +14.4% |
| 3M | +29.8% | -3.5% | +33.3% | +29.9% |
| 6M | +69.2% | +15.4% | +53.8% | +60.2% |
| YTD | +66.4% | +51.2% | +15.2% | +44.9% |
| 1Y | +123.4% | +98.3% | +25.1% | +78.2% |
| 3Y | +33.2% | +651.5% | -618.4% | -30.7% |
| 5Y | -52.0% | +1,411.1% | -1,463.1% | -80.6% |
| 10Y | +33.6% | +1,424.3% | -1,390.7% | -54.6% |
| All | +1,045.4% | +5,260.6% | -4,215.2% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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