+6.7%
CLX vs EPAM
-9.3%
+16.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.8% |
| 7D | +13.6% | +18.8% | -5.1% | +12.5% |
| 30D | +29.1% | +44.9% | -15.9% | +26.2% |
| 3M | +1.6% | +68.6% | -67.0% | -1.3% |
| 6M | +18.7% | +65.4% | -46.7% | +14.7% |
| YTD | +11.1% | -19.9% | +31.0% | +5.1% |
| All | +6.7% | -9.3% | +16.0% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling