+97.1%
CBOE vs EPAM
-56.4%
+153.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.8% |
| 7D | -4.6% | -0.9% | -3.8% | -4.7% |
| 30D | +2.6% | +18.4% | -15.7% | +3.3% |
| 3M | +4.9% | +19.2% | -14.3% | +5.6% |
| 6M | -2.2% | -21.0% | +18.8% | -3.2% |
| YTD | +17.7% | -43.7% | +61.4% | +14.9% |
| 1Y | +26.1% | -29.9% | +56.0% | +24.5% |
| 3Y | +97.1% | -56.5% | +153.7% | +94.9% |
| All | +97.1% | -56.4% | +153.5% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling