+919.7%
CAT vs EPAM
+751.2%
+168.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.1% |
| 7D | +1.7% | +2.0% | -0.2% | +1.4% |
| 30D | -6.6% | +6.5% | -13.1% | -7.7% |
| 3M | -13.3% | +19.9% | -33.2% | -16.5% |
| 6M | +11.6% | -16.9% | +28.6% | +13.4% |
| YTD | +42.9% | -42.9% | +85.8% | +53.5% |
| 1Y | +95.4% | -30.4% | +125.8% | +102.2% |
| 3Y | +196.6% | -54.7% | +251.3% | +222.4% |
| 5Y | +321.7% | -81.8% | +403.5% | +400.9% |
| 10Y | +1,140.8% | +65.5% | +1,075.3% | +830.1% |
| All | +919.7% | +751.2% | +168.5% | +508.9% |
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 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