+385.1%
CBOE vs EPAM
+65.2%
+319.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -4.6% | -0.9% | -3.8% | -4.6% |
| 30D | +2.6% | +18.4% | -15.7% | +1.1% |
| 3M | +4.9% | +19.2% | -14.3% | +2.9% |
| 6M | -2.2% | -21.0% | +18.8% | -0.7% |
| YTD | +17.7% | -43.7% | +61.4% | +22.7% |
| 1Y | +26.1% | -29.9% | +56.0% | +28.4% |
| 3Y | +97.1% | -56.5% | +153.7% | +106.7% |
| 5Y | +149.2% | -81.7% | +230.9% | +185.9% |
| 10Y | +385.1% | +64.5% | +320.6% | +238.8% |
| All | +385.1% | +65.2% | +319.8% | +238.8% |
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