-10.9%
CHYM vs EPAM
-6.8%
-4.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +10.7% | +18.5% | -7.8% | +5.0% |
| 30D | +8.6% | +44.0% | -35.4% | -3.3% |
| 3M | +4.3% | +63.0% | -58.7% | -10.5% |
| 6M | +81.5% | +67.3% | +14.2% | +47.8% |
| YTD | +31.4% | -20.5% | +52.0% | +58.3% |
| 1Y | +62.2% | -9.6% | +71.9% | +80.8% |
| All | -10.9% | -6.8% | -4.1% | -0.1% |
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