+302.6%
KO vs EPAM
+751.2%
-448.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.6% |
| 7D | -1.8% | +2.0% | -3.7% | -1.9% |
| 30D | +1.4% | +6.5% | -5.1% | +0.8% |
| 3M | +15.4% | +19.9% | -4.5% | +13.4% |
| 6M | +14.3% | -16.9% | +31.2% | +15.3% |
| YTD | +27.7% | -42.9% | +70.5% | +32.1% |
| 1Y | +32.7% | -30.4% | +63.1% | +34.9% |
| 3Y | +62.2% | -54.7% | +116.9% | +68.3% |
| 5Y | +80.0% | -81.8% | +161.8% | +96.9% |
| 10Y | +175.6% | +65.5% | +110.2% | +134.1% |
| All | +302.6% | +751.2% | -448.6% | +214.7% |
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