+64,930.0%
AMGN vs CCEP
+7,713.8%
+57,216.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +1.1% | +2.1% | -1.0% | +0.7% |
| 30D | +9.3% | +10.6% | -1.3% | +6.8% |
| 3M | +12.1% | +10.3% | +1.8% | +9.6% |
| 6M | +40.3% | +31.1% | +9.2% | +31.8% |
| YTD | +45.2% | +32.1% | +13.1% | +36.1% |
| 1Y | +42.4% | +32.8% | +9.6% | +33.4% |
| 3Y | +91.0% | +111.3% | -20.3% | +61.5% |
| 5Y | +157.4% | +147.5% | +9.9% | +107.9% |
| 10Y | +321.0% | +338.1% | -17.1% | +191.8% |
| All | +64,930.0% | +7,713.8% | +57,216.2% | +21,366.5% |
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 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