+138.5%
CCEP vs EPAM
-78.1%
+216.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.3% |
| 7D | +1.7% | +9.1% | -7.4% | +0.5% |
| 30D | +12.7% | +38.5% | -25.8% | +8.6% |
| 3M | +8.5% | +61.0% | -52.5% | +2.8% |
| 6M | +25.6% | +58.0% | -32.5% | +18.5% |
| YTD | +30.9% | -23.5% | +54.4% | +32.5% |
| 1Y | +32.0% | -10.5% | +42.5% | +31.0% |
| 3Y | +110.9% | -33.8% | +144.8% | +112.2% |
| 5Y | +138.5% | -78.1% | +216.6% | +143.0% |
| All | +138.5% | -78.1% | +216.5% | +143.0% |
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