+123.4%
ILMN vs CCEP
+24.3%
+99.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.6% | -1.5% |
| 7D | +1.2% | -3.1% | +4.3% | +1.3% |
| 30D | +9.2% | -2.6% | +11.8% | +9.3% |
| 3M | +29.8% | +14.9% | +14.9% | +29.4% |
| 6M | +69.2% | +2.3% | +66.9% | +67.3% |
| YTD | +66.4% | +17.8% | +48.5% | +71.2% |
| 1Y | +123.4% | +24.2% | +99.2% | +129.2% |
| All | +123.4% | +24.3% | +99.1% | +129.2% |
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