+81.4%
ILMN vs CF
+47.0%
+34.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | -20.6% | +6.9% | -27.6% | -19.7% |
| 3M | +17.5% | +4.8% | +12.6% | +19.1% |
| 6M | +55.6% | +4.7% | +50.9% | +58.8% |
| YTD | +68.3% | +56.5% | +11.8% | +76.8% |
| All | +81.4% | +47.0% | +34.3% | +92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling