+192.4%
CHD vs EPAM
+157.4%
+35.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +3.6% | +2.4% | +1.2% | +3.5% |
| 30D | +10.4% | +42.3% | -31.9% | +7.4% |
| 3M | +12.2% | +60.7% | -48.5% | +8.0% |
| 6M | +19.9% | +80.5% | -60.6% | +14.1% |
| YTD | +36.4% | -20.4% | +56.8% | +37.0% |
| 1Y | +35.1% | -9.6% | +44.7% | +34.4% |
| 3Y | +29.2% | -30.5% | +59.7% | +29.1% |
| 5Y | +33.4% | -75.7% | +109.1% | +47.3% |
| All | +192.4% | +157.4% | +35.1% | +107.2% |
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