+47.7%
CI vs EPAM
-77.4%
+125.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.2% | -2.5% |
| 7D | -1.6% | +13.4% | -14.9% | -2.0% |
| 30D | +5.4% | +47.1% | -41.7% | +4.0% |
| 3M | +7.3% | +71.2% | -63.9% | +5.3% |
| 6M | +5.3% | +48.9% | -43.6% | +3.6% |
| YTD | +8.5% | -22.2% | +30.7% | +8.7% |
| 1Y | +17.1% | -5.2% | +22.3% | +16.6% |
| 3Y | +1.4% | -34.9% | +36.4% | +1.4% |
| All | +47.7% | -77.4% | +125.1% | +48.2% |
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