+149.3%
CBOE vs EPAM
-81.8%
+231.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -0.8% | -2.2% | +1.4% | -0.7% |
| 30D | +2.7% | +17.8% | -15.1% | +2.3% |
| 3M | +0.7% | +19.9% | -19.2% | +0.1% |
| 6M | -2.0% | -21.6% | +19.6% | -1.5% |
| YTD | +17.1% | -44.0% | +61.2% | +18.6% |
| 1Y | +26.5% | -30.5% | +57.0% | +27.2% |
| 3Y | +96.1% | -56.8% | +152.9% | +99.8% |
| 5Y | +149.3% | -81.7% | +231.0% | +172.0% |
| All | +149.3% | -81.8% | +231.1% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling