+28.5%
BMY vs CCEP
+149.0%
-120.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -1.4% | +1.7% | -3.0% | -1.7% |
| 30D | +5.1% | +12.7% | -7.6% | +2.7% |
| 3M | -3.0% | +8.5% | -11.5% | -4.6% |
| 6M | +13.1% | +25.6% | -12.5% | +7.9% |
| YTD | +20.3% | +30.9% | -10.6% | +14.0% |
| 1Y | +39.0% | +32.0% | +7.0% | +31.4% |
| 3Y | +42.0% | +110.9% | -68.9% | +24.5% |
| 5Y | +28.5% | +138.5% | -109.9% | +10.3% |
| All | +28.5% | +149.0% | -120.5% | +10.3% |
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 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