-45.5%
ILMN vs CF
+120.6%
-166.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | -9.7% | -3.2% | -6.5% | -9.5% |
| 30D | -20.4% | +4.3% | -24.7% | -20.7% |
| 3M | +10.0% | +2.8% | +7.2% | +9.7% |
| 6M | +49.5% | +0.6% | +48.9% | +49.1% |
| YTD | +62.5% | +56.6% | +5.9% | +52.4% |
| 1Y | +76.0% | +49.6% | +26.4% | +65.9% |
| 3Y | +94.2% | +61.5% | +32.7% | +78.1% |
| All | -45.5% | +120.6% | -166.1% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling