+65,270.7%
AMGN vs CCEP
+7,667.7%
+57,603.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -2.2% | +1.8% | -3.9% | -2.6% |
| 30D | +12.1% | +12.2% | -0.1% | +9.3% |
| 3M | +13.6% | +10.7% | +3.0% | +11.0% |
| 6M | +43.9% | +27.5% | +16.5% | +36.1% |
| YTD | +45.9% | +31.3% | +14.6% | +37.0% |
| 1Y | +42.1% | +29.9% | +12.2% | +33.8% |
| 3Y | +91.6% | +111.1% | -19.5% | +62.0% |
| 5Y | +158.5% | +142.3% | +16.2% | +109.8% |
| 10Y | +323.2% | +335.5% | -12.3% | +193.8% |
| All | +65,270.7% | +7,667.7% | +57,603.0% | +21,508.3% |
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