+130.6%
CAPR vs EPAM
-77.2%
+207.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +20.6% | -24.2% | -7.8% |
| 7D | +29.7% | +23.0% | +6.7% | +23.4% |
| 30D | +11.0% | +51.6% | -40.6% | +0.6% |
| 3M | +118.8% | +50.8% | +68.0% | +96.8% |
| 6M | -73.9% | +51.1% | -125.0% | -77.1% |
| YTD | -70.2% | -19.1% | -51.1% | -69.6% |
| 1Y | +38.3% | +3.0% | +35.3% | +34.6% |
| 3Y | +199.7% | -31.2% | +230.8% | +205.4% |
| 5Y | +130.6% | -76.5% | +207.1% | +151.2% |
| All | +130.6% | -77.2% | +207.7% | +151.2% |
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 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