-2.9%
CLX vs EPAM
+66.7%
-69.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.1% |
| 7D | -9.2% | +2.0% | -11.2% | -9.4% |
| 30D | -11.0% | +6.5% | -17.6% | -11.6% |
| 3M | +5.0% | +19.9% | -14.9% | +3.4% |
| 6M | -18.8% | -16.9% | -1.9% | -18.2% |
| YTD | -4.4% | -42.9% | +38.5% | -1.5% |
| 1Y | -21.9% | -30.4% | +8.5% | -20.8% |
| 3Y | -32.8% | -54.7% | +22.0% | -30.6% |
| 5Y | -34.6% | -81.8% | +47.3% | -28.9% |
| All | -2.9% | +66.7% | -69.5% | -23.6% |
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