-9.0%
CHYM vs EPAM
-33.0%
+24.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.0% |
| 7D | +1.7% | +2.0% | -0.3% | +1.1% |
| 30D | +30.2% | +6.5% | +23.7% | +26.2% |
| 3M | +85.9% | +19.9% | +66.0% | +68.9% |
| 6M | +49.9% | -16.9% | +66.8% | +66.7% |
| YTD | +34.1% | -42.9% | +77.0% | +79.5% |
| 1Y | +37.0% | -30.4% | +67.4% | +62.4% |
| All | -9.0% | -33.0% | +24.0% | +13.3% |
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