+110.4%
CCEP vs EPAM
-31.1%
+141.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +20.6% | -19.4% | +0.1% |
| 7D | +5.7% | +23.0% | -17.3% | +4.4% |
| 30D | +15.3% | +51.6% | -36.3% | +12.8% |
| 3M | +8.0% | +50.8% | -42.8% | +5.6% |
| 6M | +26.7% | +51.1% | -24.4% | +23.0% |
| YTD | +30.7% | -19.1% | +49.8% | +29.4% |
| 1Y | +36.5% | +3.0% | +33.6% | +33.2% |
| All | +110.4% | -31.1% | +141.5% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 3y: compounded portfolio wealth divided by compounded EPAM 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…
3y analysis · Full analysis span regression · 6 months rolling