-11.1%
CHYM vs EPAM
-32.5%
+21.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.1% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | +4.4% | +17.6% | -13.1% | -0.5% |
| 3M | +91.3% | +27.1% | +64.2% | +68.7% |
| 6M | +44.0% | -17.0% | +60.9% | +60.5% |
| YTD | +31.1% | -42.4% | +73.6% | +75.0% |
| 1Y | +37.8% | -25.3% | +63.1% | +59.2% |
| All | -11.1% | -32.5% | +21.4% | +10.5% |
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