+467.7%
CHD vs EPAM
+1,058.6%
-591.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.5% |
| 7D | +2.0% | +13.4% | -11.4% | +1.0% |
| 30D | +13.0% | +47.1% | -34.1% | +9.9% |
| 3M | +6.1% | +71.2% | -65.1% | +2.0% |
| 6M | +15.9% | +48.9% | -33.1% | +12.1% |
| YTD | +31.6% | -22.2% | +53.9% | +32.4% |
| 1Y | +28.5% | -5.2% | +33.6% | +27.4% |
| 3Y | +30.5% | -34.9% | +65.4% | +31.1% |
| 5Y | +30.7% | -77.4% | +108.1% | +40.3% |
| 10Y | +184.2% | +158.1% | +26.1% | +140.3% |
| All | +467.7% | +1,058.6% | -591.0% | +364.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling