+18.0%
CI vs EPAM
-15.2%
+33.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.4% |
| 7D | +3.5% | +0.8% | +2.7% | +3.5% |
| 30D | +12.6% | +24.9% | -12.4% | +11.8% |
| 3M | +12.1% | +22.6% | -10.5% | +11.3% |
| 6M | +10.6% | +24.2% | -13.6% | +8.9% |
| YTD | +12.8% | -33.0% | +45.8% | +11.4% |
| 1Y | +18.0% | -13.3% | +31.3% | +24.0% |
| All | +18.0% | -15.2% | +33.2% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling