+59.8%
ILMN vs CCEP
+301.0%
-241.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.8% |
| 7D | -9.7% | +2.6% | -12.3% | -10.7% |
| 30D | -20.4% | +15.1% | -35.5% | -24.6% |
| 3M | +10.0% | +7.3% | +2.7% | +6.5% |
| 6M | +49.5% | +23.4% | +26.1% | +37.4% |
| YTD | +62.5% | +29.4% | +33.1% | +46.0% |
| 1Y | +76.0% | +34.2% | +41.7% | +56.0% |
| 3Y | +94.2% | +108.4% | -14.2% | +44.5% |
| 5Y | -46.3% | +147.3% | -193.6% | -62.7% |
| All | +59.8% | +301.0% | -241.2% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling