+4.1%
ILMN vs CF
+0.6%
+3.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +6.2% | -14.4% | -6.5% |
| 7D | -28.3% | +0.4% | -28.7% | -27.4% |
| 30D | -24.0% | +2.2% | -26.2% | -23.1% |
| 3M | +4.1% | +2.1% | +2.0% | +5.2% |
| All | +4.1% | +0.6% | +3.5% | +5.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling