+24.6%
CHD vs EPAM
-81.9%
+106.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | 0.0% |
| 7D | -2.7% | +2.0% | -4.6% | -2.7% |
| 30D | -4.6% | +6.5% | -11.1% | -4.8% |
| 3M | +5.0% | +19.9% | -14.9% | +4.4% |
| 6M | -3.2% | -16.9% | +13.7% | -3.2% |
| YTD | +18.6% | -42.9% | +61.5% | +19.4% |
| 1Y | +4.8% | -30.4% | +35.2% | +5.0% |
| 3Y | +6.1% | -54.7% | +60.9% | +6.8% |
| All | +24.6% | -81.9% | +106.4% | +28.2% |
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 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