+223.1%
KO vs EPAM
+156.9%
+66.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | +1.8% | +18.5% | -16.7% | +0.2% |
| 30D | +8.7% | +44.0% | -35.4% | +5.2% |
| 3M | +13.5% | +63.0% | -49.5% | +8.7% |
| 6M | +25.6% | +67.3% | -41.7% | +19.5% |
| YTD | +42.3% | -20.5% | +62.8% | +43.2% |
| 1Y | +39.9% | -9.6% | +49.5% | +39.1% |
| 3Y | +87.5% | -30.8% | +118.4% | +87.6% |
| 5Y | +99.1% | -75.6% | +174.7% | +119.7% |
| All | +223.1% | +156.9% | +66.3% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling