+40.7%
ILMN vs CF
+73.9%
-33.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.4% |
| 7D | +1.2% | +6.0% | -4.8% | +0.9% |
| 30D | +9.2% | +14.8% | -5.7% | +8.4% |
| 3M | +29.8% | +14.1% | +15.8% | +29.1% |
| 6M | +69.2% | +28.5% | +40.7% | +63.8% |
| YTD | +66.4% | +74.9% | -8.6% | +53.4% |
| 1Y | +123.4% | +61.7% | +61.7% | +107.7% |
| All | +40.7% | +73.9% | -33.2% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling