+59.5%
CAPR vs EPAM
-7.6%
+67.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.7% | -14.6% | -10.8% |
| 7D | +7.6% | +18.8% | -11.2% | +2.9% |
| 30D | +13.3% | +44.9% | -31.7% | +1.1% |
| 3M | +130.4% | +68.6% | +61.8% | +93.0% |
| 6M | -70.8% | +65.4% | -136.2% | -76.6% |
| YTD | -69.3% | -19.9% | -49.4% | -81.8% |
| 1Y | +59.5% | -10.0% | +69.5% | -100.0% |
| All | +59.5% | -7.6% | +67.2% | -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