+40,900.0%
CELH vs EPAM
+1,093.7%
+39,806.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -2.6% |
| 7D | +9.4% | +18.8% | -9.4% | +2.5% |
| 30D | +14.8% | +44.9% | -30.2% | +0.7% |
| 3M | +20.5% | +68.6% | -48.0% | +0.5% |
| 6M | +1.6% | +65.4% | -63.8% | -15.2% |
| YTD | -28.3% | -19.9% | -8.4% | -26.4% |
| 1Y | -26.4% | -10.0% | -16.4% | -27.2% |
| 3Y | -43.0% | -30.3% | -12.7% | -43.4% |
| 5Y | +4.8% | -75.7% | +80.5% | +36.9% |
| 10Y | +4,820.0% | +167.2% | +4,652.8% | +2,845.2% |
| All | +40,900.0% | +1,093.7% | +39,806.3% | +10,459.1% |
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