+47.2%
CAPR vs EPAM
-15.2%
+62.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.8% | +8.4% |
| 7D | +43.2% | +0.8% | +42.3% | +42.5% |
| 30D | +14.7% | +24.9% | -10.3% | +6.8% |
| 3M | +113.9% | +22.6% | +91.3% | +98.6% |
| 6M | -73.4% | +24.2% | -97.6% | -74.2% |
| YTD | -69.1% | -33.0% | -36.1% | -62.2% |
| 1Y | +47.2% | -13.3% | +60.5% | -98.8% |
| All | +47.2% | -15.2% | +62.4% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling