+178.2%
CHD vs EPAM
+163.7%
+14.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +0.8% | +9.1% | -8.3% | 0.0% |
| 30D | +13.5% | +38.5% | -25.0% | +10.6% |
| 3M | +8.1% | +61.0% | -52.8% | +4.1% |
| 6M | +19.9% | +58.0% | -38.2% | +15.2% |
| YTD | +34.0% | -23.5% | +57.5% | +35.0% |
| 1Y | +29.8% | -10.5% | +40.4% | +29.2% |
| 3Y | +28.7% | -33.8% | +62.5% | +29.1% |
| 5Y | +31.8% | -78.1% | +109.9% | +47.7% |
| 10Y | +178.2% | +157.7% | +20.5% | +100.5% |
| All | +178.2% | +163.7% | +14.5% | +100.5% |
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