+170.8%
ABBV vs CCEP
+108.6%
+62.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -4.3% | -1.0% | -3.3% | -4.1% |
| 30D | +1.1% | -1.6% | +2.7% | +1.5% |
| 3M | +12.3% | +11.9% | +0.5% | +9.3% |
| 6M | +9.8% | +7.5% | +2.3% | +7.8% |
| YTD | +11.5% | +18.7% | -7.3% | +6.8% |
| 1Y | +22.3% | +21.4% | +0.9% | +16.4% |
| 3Y | +85.2% | +89.1% | -3.9% | +60.1% |
| 5Y | +170.8% | +108.7% | +62.1% | +132.0% |
| All | +170.8% | +108.6% | +62.3% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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