+94.2%
ILMN vs CCEP
+109.7%
-15.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.6% |
| 7D | -9.7% | +2.6% | -12.3% | -10.0% |
| 30D | -20.4% | +15.1% | -35.5% | -22.7% |
| 3M | +10.0% | +7.3% | +2.7% | +8.5% |
| 6M | +49.5% | +23.4% | +26.1% | +42.0% |
| YTD | +62.5% | +29.4% | +33.1% | +51.9% |
| 1Y | +76.0% | +34.2% | +41.7% | +62.3% |
| 3Y | +94.2% | +108.4% | -14.2% | +25.4% |
| All | +94.2% | +109.7% | -15.6% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling