+954.1%
BSX vs CCEP
+9,301.7%
-8,347.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.5% | +1.8% | -3.3% | -2.0% |
| 30D | +2.9% | +12.2% | -9.2% | -0.6% |
| 3M | -11.8% | +10.7% | -22.5% | -14.6% |
| 6M | -15.4% | +27.5% | -42.9% | -21.7% |
| YTD | -52.7% | +31.3% | -84.0% | -56.8% |
| 1Y | -56.0% | +29.9% | -85.9% | -59.7% |
| 3Y | -12.5% | +111.1% | -123.6% | -31.4% |
| 5Y | +7.6% | +142.3% | -134.8% | -20.1% |
| 10Y | +109.9% | +335.5% | -225.6% | +27.9% |
| All | +954.1% | +9,301.7% | -8,347.6% | +164.1% |
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