+675.9%
CI vs EPAM
+1,105.1%
-429.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +20.6% | -21.9% | -3.7% |
| 7D | +1.0% | +23.0% | -22.0% | -1.7% |
| 30D | +9.9% | +51.6% | -41.7% | +4.2% |
| 3M | +12.1% | +50.8% | -38.7% | +6.0% |
| 6M | +10.6% | +51.1% | -40.5% | +4.1% |
| YTD | +11.4% | -19.1% | +30.5% | +12.4% |
| 1Y | +18.8% | +3.0% | +15.8% | +16.1% |
| 3Y | +2.9% | -31.2% | +34.0% | +3.3% |
| 5Y | +54.5% | -76.5% | +131.0% | +73.4% |
| 10Y | +175.7% | +168.4% | +7.3% | +93.1% |
| All | +675.9% | +1,105.1% | -429.2% | +349.9% |
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