+65.2%
CAPR vs EPAM
-8.3%
+73.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | +5.9% | +2.4% | +3.5% | +5.2% |
| 30D | +44.6% | +42.3% | +2.3% | +29.4% |
| 3M | +126.4% | +60.7% | +65.7% | +92.4% |
| 6M | -68.6% | +80.5% | -149.1% | -77.7% |
| YTD | -67.0% | -20.4% | -46.6% | -81.8% |
| 1Y | +65.2% | -9.6% | +74.8% | -100.0% |
| All | +65.2% | -8.3% | +73.5% | -100.0% |
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