+356.0%
ISRG vs CCEP
+244.1%
+111.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.3% | -4.8% |
| 7D | -5.2% | -1.0% | -4.2% | -4.8% |
| 30D | -7.6% | -1.6% | -6.0% | -7.0% |
| 3M | -16.4% | +11.9% | -28.2% | -20.5% |
| 6M | -28.6% | +7.5% | -36.0% | -31.0% |
| YTD | -38.2% | +18.7% | -56.9% | -43.1% |
| 1Y | -25.5% | +21.4% | -46.9% | -32.2% |
| 3Y | +17.4% | +89.1% | -71.7% | -13.2% |
| 5Y | -3.0% | +108.7% | -111.7% | -32.3% |
| 10Y | +356.0% | +241.0% | +115.0% | +168.3% |
| All | +356.0% | +244.1% | +111.9% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling