+200.7%
CAPR vs EPAM
-31.1%
+231.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +20.6% | -24.2% | -8.7% |
| 7D | +29.7% | +23.0% | +6.7% | +21.9% |
| 30D | +11.0% | +51.6% | -40.6% | -2.2% |
| 3M | +118.8% | +50.8% | +68.0% | +90.6% |
| 6M | -73.9% | +51.1% | -125.0% | -77.8% |
| YTD | -70.2% | -19.1% | -51.1% | -66.8% |
| 1Y | +38.3% | +3.0% | +35.3% | +43.1% |
| All | +200.7% | -31.1% | +231.8% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling