+765.9%
CCEP vs EPAM
+1,105.1%
-339.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +20.6% | -19.4% | -1.8% |
| 7D | +5.7% | +23.0% | -17.3% | +2.2% |
| 30D | +15.3% | +51.6% | -36.3% | +8.0% |
| 3M | +8.0% | +50.8% | -42.8% | +0.9% |
| 6M | +26.7% | +51.1% | -24.4% | +17.6% |
| YTD | +30.7% | -19.1% | +49.8% | +32.0% |
| 1Y | +36.5% | +3.0% | +33.6% | +32.5% |
| 3Y | +111.1% | -31.2% | +142.3% | +111.9% |
| 5Y | +149.7% | -76.5% | +226.2% | +180.6% |
| 10Y | +305.3% | +168.4% | +136.9% | +190.5% |
| All | +765.9% | +1,105.1% | -339.1% | +436.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling