+3,650.7%
CELH vs EPAM
+69.2%
+3,581.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.5% | -3.6% |
| 7D | -15.8% | -4.5% | -11.3% | -14.4% |
| 30D | -5.2% | +14.6% | -19.8% | -9.6% |
| 3M | -6.1% | +23.1% | -29.2% | -12.6% |
| 6M | -40.9% | -19.5% | -21.4% | -37.1% |
| YTD | -41.8% | -44.1% | +2.3% | -31.3% |
| 1Y | -52.6% | -25.2% | -27.4% | -49.9% |
| 3Y | -60.4% | -56.8% | -3.5% | -52.8% |
| 5Y | -12.6% | -81.7% | +69.1% | +36.0% |
| All | +3,650.7% | +69.2% | +3,581.5% | +2,099.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling