+130.0%
CELH vs ILMN
+1,035.8%
-905.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.8% |
| 7D | -7.0% | +1.2% | -8.3% | -7.2% |
| 30D | +5.2% | +9.2% | -4.0% | +3.7% |
| 3M | +10.5% | +29.8% | -19.4% | +5.8% |
| 6M | -32.7% | +69.2% | -101.9% | -38.4% |
| YTD | -33.0% | +66.4% | -99.3% | -38.6% |
| 1Y | -49.5% | +123.4% | -172.9% | -56.3% |
| 3Y | -52.6% | +33.2% | -85.8% | -56.2% |
| 5Y | +5.2% | -52.0% | +57.2% | +7.5% |
| 10Y | +4,178.1% | +33.6% | +4,144.5% | +4,274.2% |
| All | +130.0% | +1,035.8% | -905.9% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling