+230.4%
CCEP vs NVS
+180.2%
+50.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.7% | -15.7% | +10.0% | +0.9% |
| 30D | -3.4% | -11.1% | +7.7% | +0.6% |
| 3M | +5.5% | -7.2% | +12.7% | +7.3% |
| 6M | +2.2% | -12.3% | +14.6% | +6.8% |
| YTD | +14.6% | +2.8% | +11.9% | +11.0% |
| 1Y | +18.9% | +11.9% | +7.0% | +10.2% |
| 3Y | +82.6% | +55.1% | +27.5% | +42.0% |
| 5Y | +107.0% | +94.1% | +12.9% | +41.1% |
| All | +230.4% | +180.2% | +50.2% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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