-56.0%
CELH vs ILMN
+37.1%
-93.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.7% |
| 7D | -3.8% | +1.9% | -5.7% | -4.2% |
| 30D | +6.4% | +12.3% | -5.8% | +3.3% |
| 3M | +5.6% | +33.5% | -28.0% | -2.1% |
| 6M | -31.1% | +69.4% | -100.5% | -40.2% |
| YTD | -35.4% | +60.9% | -96.3% | -43.4% |
| 1Y | -46.9% | +115.0% | -161.8% | -57.6% |
| 3Y | -56.0% | +37.0% | -93.0% | -58.8% |
| All | -56.0% | +37.1% | -93.1% | -58.8% |
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