+187.4%
CEG vs ILMN
+33.7%
+153.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.4% | +5.0% |
| 7D | +8.0% | +1.2% | +6.8% | +7.9% |
| 30D | +12.9% | +9.2% | +3.8% | +12.1% |
| 3M | +13.2% | +29.8% | -16.7% | +10.6% |
| 6M | -7.0% | +69.2% | -76.2% | -11.3% |
| YTD | -15.0% | +66.4% | -81.4% | -19.0% |
| 1Y | -2.7% | +123.4% | -126.1% | -10.1% |
| All | +187.4% | +33.7% | +153.6% | +180.4% |
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