-45.5%
ILMN vs CCEP
+148.1%
-193.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.8% |
| 7D | -9.7% | +2.6% | -12.3% | -10.8% |
| 30D | -20.4% | +15.1% | -35.5% | -25.6% |
| 3M | +10.0% | +7.3% | +2.7% | +5.8% |
| 6M | +49.5% | +23.4% | +26.1% | +34.2% |
| YTD | +62.5% | +29.4% | +33.1% | +41.4% |
| 1Y | +76.0% | +34.2% | +41.7% | +50.1% |
| 3Y | +94.2% | +108.4% | -14.2% | +24.1% |
| All | -45.5% | +148.1% | -193.6% | -68.7% |
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