+111.3%
CCEP vs NVS
+90.8%
+20.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.1% | -1.3% | +3.4% | +2.5% |
| 30D | +10.6% | +9.3% | +1.3% | +7.8% |
| 3M | +10.3% | +5.8% | +4.5% | +7.6% |
| 6M | +31.1% | +7.2% | +23.9% | +26.8% |
| YTD | +32.1% | +20.0% | +12.2% | +23.3% |
| 1Y | +32.8% | +25.4% | +7.4% | +21.9% |
| 3Y | +111.3% | +89.2% | +22.1% | +68.1% |
| All | +111.3% | +90.8% | +20.5% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling