+536.3%
ISRG vs CCEP
+299.9%
+236.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.2% |
| 7D | +5.4% | +1.7% | +3.8% | +4.7% |
| 30D | +8.6% | +12.7% | -4.1% | +3.0% |
| 3M | +21.6% | +8.5% | +13.1% | +17.0% |
| 6M | +2.3% | +25.6% | -23.2% | -7.7% |
| YTD | -18.7% | +30.9% | -49.6% | -28.4% |
| 1Y | -17.8% | +32.0% | -49.7% | -27.9% |
| 3Y | +69.1% | +110.9% | -41.9% | +19.1% |
| 5Y | +26.5% | +138.5% | -112.0% | -16.7% |
| 10Y | +536.3% | +302.3% | +234.0% | +248.0% |
| All | +536.3% | +299.9% | +236.4% | +248.0% |
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 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