+725.3%
CAT vs EPAM
+170.1%
+555.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.4% |
| 7D | -10.3% | +13.4% | -23.7% | -12.3% |
| 30D | -31.2% | +47.1% | -78.3% | -35.5% |
| 3M | -34.7% | +71.2% | -105.8% | -40.4% |
| 6M | -39.5% | +48.9% | -88.4% | -44.2% |
| YTD | -1.7% | -22.2% | +20.6% | +0.9% |
| 1Y | -1.1% | -5.2% | +4.0% | -2.5% |
| 3Y | +143.9% | -34.9% | +178.8% | +150.9% |
| 5Y | +194.8% | -77.4% | +272.2% | +258.0% |
| All | +725.3% | +170.1% | +555.2% | +360.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling