+1,353.7%
ABBV vs CCEP
+627.5%
+726.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.1% | +1.8% | -1.7% | -0.5% |
| 30D | +5.6% | +12.2% | -6.6% | +1.9% |
| 3M | +18.7% | +10.7% | +8.0% | +14.8% |
| 6M | +47.4% | +27.5% | +19.9% | +36.3% |
| YTD | +33.0% | +31.3% | +1.6% | +21.4% |
| 1Y | +34.9% | +29.9% | +5.0% | +23.6% |
| 3Y | +135.2% | +111.1% | +24.1% | +84.2% |
| 5Y | +202.1% | +142.3% | +59.7% | +122.3% |
| 10Y | +602.6% | +335.5% | +267.1% | +302.5% |
| All | +1,353.7% | +627.5% | +726.3% | +537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling