+59.7%
ILMN vs CF
+494.2%
-434.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.2% | -3.0% |
| 7D | -9.8% | +4.8% | -14.5% | -10.4% |
| 30D | -22.7% | +9.7% | -32.4% | -24.0% |
| 3M | +12.1% | +1.2% | +10.8% | +11.3% |
| 6M | +51.5% | +7.4% | +44.1% | +48.7% |
| YTD | +63.9% | +60.5% | +3.3% | +47.5% |
| 1Y | +76.6% | +50.7% | +25.8% | +60.6% |
| 3Y | +124.6% | +64.8% | +59.8% | +97.5% |
| 5Y | -42.7% | +115.8% | -158.5% | -54.2% |
| 10Y | +59.7% | +481.0% | -421.4% | +6.9% |
| All | +59.7% | +494.2% | -434.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling