+3,679.8%
ILMN vs CF
+5,948.3%
-2,268.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -0.9% |
| 7D | +1.2% | +6.0% | -4.8% | -0.1% |
| 30D | +9.2% | +14.8% | -5.7% | +5.9% |
| 3M | +29.8% | +14.1% | +15.8% | +25.8% |
| 6M | +69.2% | +28.5% | +40.7% | +56.9% |
| YTD | +66.4% | +74.9% | -8.6% | +43.5% |
| 1Y | +123.4% | +61.7% | +61.7% | +95.2% |
| 3Y | +33.2% | +80.3% | -47.2% | +11.4% |
| 5Y | -52.0% | +226.0% | -277.9% | -66.7% |
| 10Y | +33.6% | +569.9% | -536.2% | -28.3% |
| All | +3,679.8% | +5,948.3% | -2,268.5% | +709.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling