-2.7%
CEG vs ILMN
+127.6%
-130.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.4% | +4.9% |
| 7D | +8.0% | +1.2% | +6.8% | +8.0% |
| 30D | +12.9% | +9.2% | +3.8% | +12.6% |
| 3M | +13.2% | +29.8% | -16.7% | +12.3% |
| 6M | -7.0% | +69.2% | -76.2% | -8.5% |
| YTD | -15.0% | +66.4% | -81.4% | -16.2% |
| 1Y | -2.7% | +123.4% | -126.1% | -2.9% |
| All | -2.7% | +127.6% | -130.4% | -2.9% |
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