+177.9%
KO vs EPAM
+69.2%
+108.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | -1.1% | -4.5% | +3.4% | -0.7% |
| 30D | +1.6% | +14.6% | -13.1% | +0.4% |
| 3M | +5.8% | +23.1% | -17.3% | +3.6% |
| 6M | +14.3% | -19.5% | +33.7% | +15.7% |
| YTD | +27.3% | -44.1% | +71.4% | +32.3% |
| 1Y | +33.2% | -25.2% | +58.4% | +34.6% |
| 3Y | +64.5% | -56.8% | +121.3% | +71.9% |
| 5Y | +83.1% | -81.7% | +164.9% | +105.4% |
| All | +177.9% | +69.2% | +108.6% | +109.2% |
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