+38,225.0%
CELH vs EPAM
+751.2%
+37,473.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.2% |
| 7D | -7.0% | +2.0% | -9.0% | -7.6% |
| 30D | +5.2% | +6.5% | -1.3% | +3.7% |
| 3M | +10.5% | +19.9% | -9.4% | +4.1% |
| 6M | -32.7% | -16.9% | -15.8% | -29.4% |
| YTD | -33.0% | -42.9% | +9.9% | -22.2% |
| 1Y | -49.5% | -30.4% | -19.2% | -45.6% |
| 3Y | -52.6% | -54.7% | +2.1% | -45.0% |
| 5Y | +5.2% | -81.8% | +87.0% | +52.4% |
| 10Y | +4,178.1% | +65.5% | +4,112.7% | +2,893.7% |
| All | +38,225.0% | +751.2% | +37,473.8% | +11,049.8% |
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