-48.4%
CELH vs ILMN
+92.1%
-140.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +3.2% |
| 7D | +9.9% | -21.6% | +31.5% | +13.3% |
| 30D | +11.7% | -22.9% | +34.6% | +15.6% |
| 3M | +4.1% | +11.6% | -7.5% | -2.4% |
| 6M | -8.4% | +62.5% | -70.9% | -20.9% |
| YTD | -32.8% | +72.7% | -105.5% | -45.1% |
| 1Y | -48.4% | +93.9% | -142.2% | -61.6% |
| All | -48.4% | +92.1% | -140.5% | -61.6% |
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