+1,016.5%
BSX vs CCEP
+8,335.8%
-7,319.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.8% |
| 7D | +2.0% | -3.1% | +5.1% | +3.0% |
| 30D | +0.1% | -2.6% | +2.7% | +0.8% |
| 3M | -2.1% | +14.9% | -17.1% | -6.5% |
| 6M | -33.8% | +2.3% | -36.1% | -34.6% |
| YTD | -49.9% | +17.8% | -67.7% | -52.7% |
| 1Y | -55.4% | +24.2% | -79.7% | -58.7% |
| 3Y | -10.9% | +84.7% | -95.6% | -27.3% |
| 5Y | +6.4% | +103.2% | -96.8% | -16.7% |
| 10Y | +97.0% | +257.4% | -160.3% | +27.0% |
| All | +1,016.5% | +8,335.8% | -7,319.3% | +189.1% |
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