+511.3%
CBOE vs EPAM
+168.6%
+342.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +3.0% |
| 7D | +6.0% | +18.8% | -12.8% | +4.2% |
| 30D | +19.9% | +44.9% | -25.0% | +16.0% |
| 3M | +28.4% | +68.6% | -40.2% | +22.5% |
| 6M | +5.2% | +65.4% | -60.2% | 0.0% |
| YTD | +46.4% | -19.9% | +66.3% | +47.7% |
| 1Y | +41.8% | -10.0% | +51.8% | +41.4% |
| 3Y | +114.4% | -30.3% | +144.7% | +114.6% |
| 5Y | +202.9% | -75.7% | +278.6% | +242.8% |
| 10Y | +511.3% | +167.2% | +344.1% | +320.8% |
| All | +511.3% | +168.6% | +342.7% | +320.8% |
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