+3,823.9%
ILMN vs CF
+4,965.4%
-1,141.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -4.0% |
| 7D | -21.6% | -6.9% | -14.7% | -20.6% |
| 30D | -22.9% | -3.7% | -19.1% | -22.5% |
| 3M | +11.6% | -5.0% | +16.5% | +12.1% |
| 6M | +62.5% | -10.5% | +73.0% | +64.5% |
| YTD | +72.7% | +46.5% | +26.2% | +53.9% |
| 1Y | +93.9% | +34.8% | +59.0% | +75.8% |
| 3Y | +99.2% | +46.7% | +52.5% | +73.9% |
| 5Y | -44.8% | +112.0% | -156.8% | -57.8% |
| 10Y | +73.0% | +529.7% | -456.7% | -6.6% |
| All | +3,823.9% | +4,965.4% | -1,141.5% | +768.5% |
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