+326.9%
AMGN vs CCEP
+336.4%
-9.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +13.1% | +11.0% | +2.2% | +9.9% |
| 3M | +12.9% | +9.2% | +3.7% | +10.1% |
| 6M | +40.8% | +27.2% | +13.6% | +31.5% |
| YTD | +45.6% | +30.3% | +15.3% | +35.2% |
| 1Y | +42.7% | +28.7% | +14.1% | +32.9% |
| 3Y | +91.2% | +109.4% | -18.3% | +57.7% |
| 5Y | +158.1% | +144.1% | +14.1% | +102.7% |
| All | +326.9% | +336.4% | -9.5% | +198.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling