+81.6%
KO vs EPAM
-81.7%
+163.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +1.5% | +18.4% | -16.8% | +0.9% |
| 3M | +11.8% | +19.2% | -7.4% | +10.9% |
| 6M | +16.2% | -21.0% | +37.2% | +16.7% |
| YTD | +28.1% | -43.7% | +71.8% | +29.8% |
| 1Y | +34.8% | -29.9% | +64.6% | +35.3% |
| 3Y | +65.5% | -56.5% | +122.0% | +68.0% |
| 5Y | +81.6% | -81.7% | +163.3% | +85.3% |
| All | +81.6% | -81.7% | +163.3% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling