+87.9%
CCEP vs BIIB
-16.1%
+104.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.9% |
| 7D | -3.1% | +1.1% | -4.1% | -3.2% |
| 30D | -2.6% | +6.9% | -9.5% | -3.4% |
| 3M | +14.9% | +12.4% | +2.5% | +12.8% |
| 6M | +2.3% | +16.3% | -14.0% | -0.3% |
| YTD | +17.8% | +25.5% | -7.6% | +13.4% |
| 1Y | +24.2% | +57.8% | -33.6% | +15.0% |
| All | +87.9% | -16.1% | +104.0% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling