+148.3%
CCEP vs EPAM
-75.7%
+224.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +2.1% | +2.4% | -0.3% | +1.8% |
| 30D | +10.6% | +42.3% | -31.7% | +6.3% |
| 3M | +10.3% | +60.7% | -50.3% | +4.6% |
| 6M | +31.1% | +80.5% | -49.4% | +22.0% |
| YTD | +32.1% | -20.4% | +52.5% | +33.2% |
| 1Y | +32.8% | -9.6% | +42.4% | +31.8% |
| 3Y | +111.3% | -30.5% | +141.8% | +111.4% |
| All | +148.3% | -75.7% | +224.0% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling