-68.2%
CAPR vs EPAM
+168.6%
-236.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.7% | -14.6% | -11.5% |
| 7D | +7.6% | +18.8% | -11.2% | -0.1% |
| 30D | +13.3% | +44.9% | -31.7% | -2.6% |
| 3M | +130.4% | +68.6% | +61.8% | +86.1% |
| 6M | -70.8% | +65.4% | -136.2% | -77.7% |
| YTD | -69.3% | -19.9% | -49.4% | -69.5% |
| 1Y | +59.5% | -10.0% | +69.5% | +52.9% |
| 3Y | +216.8% | -30.3% | +247.0% | +213.9% |
| 5Y | +152.7% | -75.7% | +228.4% | +248.7% |
| 10Y | -68.2% | +167.2% | -235.4% | -91.7% |
| All | -68.2% | +168.6% | -236.8% | -91.7% |
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 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