+1,045.4%
ILMN vs CCEP
+1,796.5%
-751.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.6% | -0.4% |
| 7D | +1.2% | -3.1% | +4.3% | +2.4% |
| 30D | +9.2% | -2.6% | +11.8% | +10.1% |
| 3M | +29.8% | +14.9% | +14.9% | +22.9% |
| 6M | +69.2% | +2.3% | +66.9% | +66.8% |
| YTD | +66.4% | +17.8% | +48.5% | +54.9% |
| 1Y | +123.4% | +24.2% | +99.2% | +103.5% |
| 3Y | +33.2% | +84.7% | -51.6% | +3.4% |
| 5Y | -52.0% | +103.2% | -155.2% | -64.3% |
| 10Y | +33.6% | +257.4% | -223.8% | -23.9% |
| All | +1,045.4% | +1,796.5% | -751.1% | +203.8% |
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