-52.6%
CELH vs ILMN
+105.2%
-157.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.8% | -3.4% |
| 7D | -15.8% | -9.2% | -6.6% | -14.4% |
| 30D | -5.2% | +4.4% | -9.6% | -5.6% |
| 3M | -6.1% | +23.9% | -30.0% | -8.2% |
| 6M | -40.9% | +64.5% | -105.4% | -43.9% |
| YTD | -41.8% | +53.5% | -95.2% | -44.6% |
| 1Y | -52.6% | +110.8% | -163.4% | -54.7% |
| All | -52.6% | +105.2% | -157.8% | -54.7% |
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