-96.8%
CAPR vs EPAM
+1,105.1%
-1,201.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +20.6% | -24.2% | -8.9% |
| 7D | +29.7% | +23.0% | +6.7% | +21.7% |
| 30D | +11.0% | +51.6% | -40.6% | -1.8% |
| 3M | +118.8% | +50.8% | +68.0% | +91.7% |
| 6M | -73.9% | +51.1% | -125.0% | -77.9% |
| YTD | -70.2% | -19.1% | -51.1% | -70.3% |
| 1Y | +38.3% | +3.0% | +35.3% | +29.5% |
| 3Y | +199.7% | -31.2% | +230.8% | +201.0% |
| 5Y | +130.6% | -76.5% | +207.1% | +180.6% |
| 10Y | -68.5% | +168.4% | -236.9% | -76.1% |
| All | -96.8% | +1,105.1% | -1,201.9% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling