+40.7%
ILMN vs CFG
+180.9%
-140.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.2% | +1.5% | -0.3% | +0.6% |
| 30D | +9.2% | -3.8% | +13.0% | +10.9% |
| 3M | +29.8% | +11.5% | +18.4% | +23.4% |
| 6M | +69.2% | +19.2% | +50.0% | +55.3% |
| YTD | +66.4% | +23.7% | +42.7% | +48.3% |
| 1Y | +123.4% | +38.8% | +84.6% | +87.0% |
| All | +40.7% | +180.9% | -140.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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