+4,553.5%
CELH vs ILMN
+59.3%
+4,494.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.1% |
| 7D | +7.4% | -6.0% | +13.5% | +10.0% |
| 30D | +16.4% | -23.0% | +39.4% | +26.2% |
| 3M | +17.6% | +10.4% | +7.2% | +9.3% |
| 6M | +7.8% | +49.4% | -41.6% | -12.1% |
| YTD | -27.8% | +62.3% | -90.1% | -44.1% |
| 1Y | -24.4% | +73.7% | -98.1% | -43.2% |
| 3Y | -42.5% | +122.5% | -165.1% | -64.5% |
| 5Y | +1.4% | -43.2% | +44.6% | +16.2% |
| 10Y | +4,553.5% | +59.0% | +4,494.6% | +4,771.2% |
| All | +4,553.5% | +59.3% | +4,494.2% | +4,771.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling