+158.7%
CI vs EPAM
+170.1%
-11.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.2% | -2.2% |
| 7D | -1.6% | +13.4% | -14.9% | -3.2% |
| 30D | +5.4% | +47.1% | -41.7% | +0.4% |
| 3M | +7.3% | +71.2% | -63.9% | +0.2% |
| 6M | +5.3% | +48.9% | -43.6% | -0.7% |
| YTD | +8.5% | -22.2% | +30.7% | +10.1% |
| 1Y | +17.1% | -5.2% | +22.3% | +15.7% |
| 3Y | +1.4% | -34.9% | +36.4% | +2.6% |
| 5Y | +50.5% | -77.4% | +127.9% | +78.8% |
| All | +158.7% | +170.1% | -11.4% | +50.1% |
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 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