+93.9%
ILMN vs CCEP
+36.9%
+56.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.8% | -8.7% | -4.1% |
| 7D | -21.6% | +4.2% | -25.8% | -20.8% |
| 30D | -22.9% | +14.2% | -37.0% | -22.1% |
| 3M | +11.6% | +9.1% | +2.4% | +12.8% |
| 6M | +62.5% | +26.9% | +35.7% | +63.6% |
| YTD | +72.7% | +29.1% | +43.6% | +85.6% |
| 1Y | +93.9% | +36.8% | +57.1% | +99.8% |
| All | +93.9% | +36.9% | +56.9% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 1y: compounded portfolio wealth divided by compounded CCEP 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…
1y analysis · Full analysis span regression · 6 months rolling