+92.6%
CAPR vs EPAM
-81.9%
+174.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.8% |
| 7D | -2.0% | +2.0% | -3.9% | -2.5% |
| 30D | +139.2% | +6.5% | +132.7% | +134.0% |
| 3M | -66.4% | +19.9% | -86.3% | -68.8% |
| 6M | -63.1% | -16.9% | -46.2% | -62.4% |
| YTD | -67.4% | -42.9% | -24.6% | -63.8% |
| 1Y | +58.2% | -30.4% | +88.6% | +69.1% |
| 3Y | +42.2% | -54.7% | +96.9% | +59.9% |
| All | +92.6% | -81.9% | +174.5% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling