+126.5%
CHD vs EPAM
+65.2%
+61.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.9% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | -6.2% | +18.4% | -24.6% | -7.4% |
| 3M | +1.6% | +19.2% | -17.7% | -0.1% |
| 6M | -3.5% | -21.0% | +17.4% | -2.4% |
| YTD | +16.2% | -43.7% | +59.9% | +20.1% |
| 1Y | +3.4% | -29.9% | +33.3% | +4.9% |
| 3Y | +4.6% | -56.5% | +61.2% | +8.6% |
| 5Y | +21.1% | -81.7% | +102.8% | +35.6% |
| 10Y | +126.5% | +64.5% | +62.0% | +68.4% |
| All | +126.5% | +65.2% | +61.3% | +68.4% |
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