-32.7%
CELH vs ILMN
+66.7%
-99.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.6% |
| 7D | -7.0% | +1.2% | -8.3% | -7.4% |
| 30D | +5.2% | +9.2% | -4.0% | +2.6% |
| 3M | +10.5% | +29.8% | -19.4% | +4.0% |
| 6M | -32.7% | +69.2% | -101.9% | -40.8% |
| All | -32.7% | +66.7% | -99.4% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling