+518.7%
CBOE vs EPAM
+157.4%
+361.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +6.3% | +2.4% | +3.9% | +6.0% |
| 30D | +24.9% | +42.3% | -17.4% | +21.1% |
| 3M | +28.5% | +60.7% | -32.2% | +23.1% |
| 6M | +2.9% | +80.5% | -77.6% | -2.9% |
| YTD | +50.7% | -20.4% | +71.0% | +52.1% |
| 1Y | +45.5% | -9.6% | +55.1% | +45.0% |
| 3Y | +116.3% | -30.5% | +146.8% | +116.5% |
| 5Y | +204.3% | -75.7% | +280.0% | +244.2% |
| All | +518.7% | +157.4% | +361.4% | +323.1% |
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