+134.7%
CEG vs ILMN
+118.2%
+16.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +12.1% | -2.9% | +15.0% | +12.4% |
| 30D | +0.2% | -23.8% | +24.1% | +2.5% |
| 3M | +0.7% | +7.5% | -6.7% | -0.3% |
| 6M | +2.2% | +42.8% | -40.5% | -1.4% |
| YTD | -20.3% | +57.8% | -78.2% | -24.1% |
| 1Y | -16.1% | +72.6% | -88.7% | -20.7% |
| 3Y | +134.7% | +129.3% | +5.3% | +107.3% |
| All | +134.7% | +118.2% | +16.4% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling