+43.3%
CAPR vs EPAM
-4.9%
+48.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.5% | +5.4% |
| 7D | +41.1% | +13.4% | +27.7% | +36.8% |
| 30D | +11.1% | +47.1% | -36.0% | -0.6% |
| 3M | +115.3% | +71.2% | +44.1% | +81.5% |
| 6M | -73.8% | +48.9% | -122.8% | -76.3% |
| YTD | -68.8% | -22.2% | -46.6% | -67.4% |
| 1Y | +43.3% | -5.2% | +48.5% | -99.7% |
| All | +43.3% | -4.9% | +48.2% | -99.7% |
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 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