+19.1%
CLX vs EPAM
+170.1%
-151.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.1% | +0.5% |
| 7D | +13.6% | +13.4% | +0.2% | +12.5% |
| 30D | +23.4% | +47.1% | -23.7% | +19.9% |
| 3M | -2.8% | +71.2% | -74.0% | -6.6% |
| 6M | +14.0% | +48.9% | -34.9% | +10.2% |
| YTD | +4.2% | -22.2% | +26.4% | +4.8% |
| 1Y | -1.2% | -5.2% | +4.0% | -2.0% |
| 3Y | -12.7% | -34.9% | +22.3% | -12.3% |
| 5Y | -26.5% | -77.4% | +50.9% | -21.0% |
| All | +19.1% | +170.1% | -151.0% | -11.3% |
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