-31.9%
CEG vs ILMN
+92.1%
-124.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.9% | -1.8% | -6.3% |
| 7D | -4.8% | -21.6% | +16.8% | -3.4% |
| 30D | -8.2% | -22.9% | +14.7% | -7.1% |
| 3M | -7.9% | +11.6% | -19.5% | -9.1% |
| 6M | -23.2% | +62.5% | -85.8% | -26.1% |
| YTD | -30.1% | +72.7% | -102.9% | -33.9% |
| 1Y | -31.9% | +93.9% | -125.8% | -36.3% |
| All | -31.9% | +92.1% | -124.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling