+50.0%
CI vs EPAM
-78.1%
+128.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +0.7% |
| 7D | +0.1% | +9.1% | -8.9% | -0.2% |
| 30D | +4.7% | +38.5% | -33.8% | +3.5% |
| 3M | +5.2% | +61.0% | -55.7% | +3.5% |
| 6M | +3.8% | +58.0% | -54.3% | +1.9% |
| YTD | +9.2% | -23.5% | +32.7% | +9.5% |
| 1Y | +14.3% | -10.5% | +24.8% | +14.0% |
| 3Y | +8.4% | -33.8% | +42.3% | +8.3% |
| 5Y | +50.0% | -78.1% | +128.2% | +51.8% |
| All | +50.0% | -78.1% | +128.1% | +51.8% |
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