+25.5%
ISRG vs CCEP
+147.2%
-121.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | -2.0% | +2.1% | -4.1% | -3.0% |
| 30D | +5.6% | +10.6% | -5.0% | +0.6% |
| 3M | +10.5% | +10.3% | +0.2% | +5.2% |
| 6M | +2.6% | +31.1% | -28.5% | -10.1% |
| YTD | -21.7% | +32.1% | -53.8% | -32.1% |
| 1Y | -21.6% | +32.8% | -54.4% | -32.2% |
| 3Y | +57.0% | +111.3% | -54.3% | +4.8% |
| All | +25.5% | +147.2% | -121.7% | -23.9% |
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