-6.9%
CHYM vs EPAM
-34.3%
+27.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.5% | +7.1% |
| 7D | +3.4% | -2.2% | +5.6% | +4.1% |
| 30D | +12.0% | +17.8% | -5.8% | +6.7% |
| 3M | +102.4% | +19.9% | +82.5% | +83.1% |
| 6M | +52.7% | -21.6% | +74.3% | +74.3% |
| YTD | +37.3% | -44.0% | +81.3% | +84.8% |
| 1Y | +42.2% | -30.5% | +72.7% | +68.5% |
| All | -6.9% | -34.3% | +27.4% | +16.7% |
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