-63.1%
CAPR vs EPAM
-16.7%
-46.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +0.6% |
| 7D | -2.0% | +2.0% | -3.9% | -1.4% |
| 30D | +139.2% | +6.5% | +132.7% | +144.5% |
| 3M | -66.4% | +19.9% | -86.3% | -59.7% |
| 6M | -63.1% | -16.9% | -46.2% | -51.4% |
| All | -63.1% | -16.7% | -46.4% | -51.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling