+128.3%
CHTR vs EPAM
+1,091.5%
-963.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | +5.4% | -1.1% | +6.5% | +5.7% |
| 30D | +24.0% | +41.8% | -17.8% | +15.8% |
| 3M | -11.7% | +63.4% | -75.0% | -19.7% |
| 6M | -10.3% | +72.2% | -82.5% | -19.9% |
| YTD | -36.5% | -20.0% | -16.4% | -35.2% |
| 1Y | -37.7% | -9.0% | -28.7% | -38.0% |
| 3Y | -67.6% | -30.4% | -37.2% | -67.2% |
| 5Y | -80.8% | -75.6% | -5.2% | -77.9% |
| 10Y | -51.3% | +161.2% | -212.5% | -63.9% |
| All | +128.3% | +1,091.5% | -963.2% | +60.3% |
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