-43.8%
ILMN vs CCEP
+140.3%
-184.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +0.7% | -0.3% | +1.1% | +0.9% |
| 30D | -22.7% | +11.0% | -33.7% | -26.6% |
| 3M | +8.6% | +9.2% | -0.6% | +3.7% |
| 6M | +43.8% | +27.2% | +16.6% | +27.2% |
| YTD | +59.8% | +30.3% | +29.5% | +38.3% |
| 1Y | +71.8% | +28.7% | +43.1% | +49.7% |
| 3Y | +119.0% | +109.4% | +9.6% | +38.3% |
| 5Y | -43.8% | +144.1% | -187.9% | -68.0% |
| All | -43.8% | +140.3% | -184.1% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling