+148.2%
CCEP vs EPAM
-77.4%
+225.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | +2.6% | +13.4% | -10.8% | +1.0% |
| 30D | +15.1% | +47.1% | -31.9% | +10.3% |
| 3M | +7.3% | +71.2% | -63.9% | +1.0% |
| 6M | +23.4% | +48.9% | -25.5% | +17.2% |
| YTD | +29.4% | -22.2% | +51.6% | +30.8% |
| 1Y | +34.2% | -5.2% | +39.4% | +32.4% |
| 3Y | +108.4% | -34.9% | +143.3% | +110.2% |
| All | +148.2% | -77.4% | +225.6% | +162.6% |
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