+343.1%
CCEP vs BIIB
-20.7%
+363.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +2.1% | +2.0% | +0.1% | +1.9% |
| 30D | +10.6% | +8.8% | +1.8% | +9.8% |
| 3M | +10.3% | +20.3% | -10.0% | +8.6% |
| 6M | +31.1% | +23.9% | +7.2% | +28.5% |
| YTD | +32.1% | +44.0% | -11.9% | +27.7% |
| 1Y | +32.8% | +53.8% | -21.0% | +27.6% |
| 3Y | +111.3% | +13.8% | +97.5% | +106.6% |
| 5Y | +147.5% | -6.3% | +153.8% | +142.7% |
| All | +343.1% | -20.7% | +363.8% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling