+3.6%
REGN vs CCEP
+5.3%
-1.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.2% | +0.2% |
| 7D | -5.2% | -3.7% | -1.5% | -4.5% |
| 30D | +0.1% | -2.1% | +2.2% | +0.4% |
| 3M | +31.2% | +7.2% | +24.1% | +28.4% |
| 6M | +3.6% | +3.3% | +0.3% | +4.5% |
| All | +3.6% | +5.3% | -1.7% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling