+680.8%
CCEP vs EPAM
+751.2%
-70.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.8% |
| 7D | -3.1% | +2.0% | -5.0% | -3.3% |
| 30D | -2.6% | +6.5% | -9.1% | -3.8% |
| 3M | +14.9% | +19.9% | -5.0% | +11.1% |
| 6M | +2.3% | -16.9% | +19.2% | +4.0% |
| YTD | +17.8% | -42.9% | +60.7% | +25.9% |
| 1Y | +24.2% | -30.4% | +54.6% | +28.2% |
| 3Y | +84.7% | -54.7% | +139.5% | +98.3% |
| 5Y | +103.2% | -81.8% | +185.0% | +136.6% |
| 10Y | +257.4% | +65.5% | +191.9% | +175.9% |
| All | +680.8% | +751.2% | -70.4% | +411.5% |
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 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