+2,289.7%
CCEP vs NVS
+1,269.4%
+1,020.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.3% |
| 7D | -3.1% | +4.0% | -7.1% | -4.7% |
| 30D | -2.6% | +3.6% | -6.2% | -4.2% |
| 3M | +14.9% | +7.8% | +7.1% | +11.0% |
| 6M | +2.3% | -0.2% | +2.4% | +1.8% |
| YTD | +17.8% | +19.6% | -1.7% | +9.0% |
| 1Y | +24.2% | +28.4% | -4.2% | +11.4% |
| 3Y | +84.7% | +76.2% | +8.5% | +44.4% |
| 5Y | +103.2% | +111.1% | -7.9% | +46.7% |
| 10Y | +257.4% | +224.3% | +33.1% | +116.7% |
| All | +2,289.7% | +1,269.4% | +1,020.3% | +767.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling