-5.4%
CELH vs ILMN
-54.6%
+49.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -5.3% |
| 7D | -11.7% | -3.9% | -7.8% | -10.1% |
| 30D | +1.6% | +6.9% | -5.3% | -1.3% |
| 3M | -2.0% | +28.1% | -30.1% | -12.5% |
| 6M | -36.2% | +65.0% | -101.1% | -49.5% |
| YTD | -39.6% | +56.3% | -95.9% | -51.6% |
| 1Y | -50.7% | +108.7% | -159.4% | -66.5% |
| 3Y | -58.9% | +33.1% | -92.0% | -66.3% |
| 5Y | -5.4% | -54.1% | +48.7% | +83.5% |
| All | -5.4% | -54.6% | +49.2% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling