+112.0%
AMGN vs CCEP
+105.2%
+6.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.3% |
| 7D | -11.6% | -3.7% | -8.0% | -10.7% |
| 30D | -5.7% | -2.1% | -3.6% | -5.1% |
| 3M | +14.2% | +7.2% | +7.0% | +11.6% |
| 6M | +5.2% | +3.3% | +1.9% | +3.8% |
| YTD | +22.0% | +15.7% | +6.3% | +16.4% |
| 1Y | +43.6% | +16.6% | +27.1% | +36.6% |
| 3Y | +65.0% | +84.3% | -19.3% | +40.1% |
| 5Y | +112.0% | +109.0% | +3.0% | +73.5% |
| All | +112.0% | +105.2% | +6.8% | +73.5% |
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