+29.3%
CLX vs EPAM
+168.6%
-139.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.7% |
| 7D | +13.6% | +18.8% | -5.1% | +12.2% |
| 30D | +29.1% | +44.9% | -15.9% | +25.5% |
| 3M | +1.6% | +68.6% | -67.0% | -2.2% |
| 6M | +18.7% | +65.4% | -46.7% | +14.0% |
| YTD | +11.1% | -19.9% | +31.0% | +11.5% |
| 1Y | +7.0% | -10.0% | +17.0% | +6.5% |
| 3Y | -10.0% | -30.3% | +20.3% | -10.1% |
| 5Y | -22.6% | -75.7% | +53.0% | -17.5% |
| 10Y | +29.3% | +167.2% | -137.9% | -4.4% |
| All | +29.3% | +168.6% | -139.3% | -4.4% |
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