+326.0%
CAT vs EPAM
-81.9%
+407.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.9% |
| 7D | +1.7% | +2.0% | -0.2% | +1.5% |
| 30D | -6.6% | +6.5% | -13.1% | -7.3% |
| 3M | -13.3% | +19.9% | -33.2% | -15.2% |
| 6M | +11.6% | -16.9% | +28.6% | +13.6% |
| YTD | +42.9% | -42.9% | +85.8% | +51.8% |
| 1Y | +95.4% | -30.4% | +125.8% | +101.7% |
| 3Y | +196.6% | -54.7% | +251.3% | +215.9% |
| All | +326.0% | -81.9% | +407.9% | +358.0% |
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