+1,028.0%
ILMN vs CCEP
+2,007.9%
-979.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -9.8% | +5.4% | -15.2% | -11.6% |
| 30D | -22.7% | +12.8% | -35.5% | -26.6% |
| 3M | +12.1% | +10.9% | +1.2% | +6.8% |
| 6M | +51.5% | +25.6% | +25.8% | +37.4% |
| YTD | +63.9% | +31.0% | +32.9% | +45.5% |
| 1Y | +76.6% | +32.3% | +44.3% | +56.1% |
| 3Y | +124.6% | +110.5% | +14.1% | +64.9% |
| 5Y | -42.7% | +141.8% | -184.5% | -60.3% |
| 10Y | +59.7% | +341.1% | -281.5% | -16.4% |
| All | +1,028.0% | +2,007.9% | -979.9% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling