-22.7%
CLX vs EPAM
-76.2%
+53.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +7.8% | +18.5% | -10.8% | +6.8% |
| 30D | +28.5% | +44.0% | -15.5% | +26.2% |
| 3M | +1.3% | +63.0% | -61.7% | -1.1% |
| 6M | +23.4% | +67.3% | -43.9% | +20.1% |
| YTD | +11.4% | -20.5% | +31.9% | +11.4% |
| 1Y | +6.9% | -9.6% | +16.5% | +6.3% |
| 3Y | -9.8% | -30.8% | +21.0% | -10.1% |
| 5Y | -22.7% | -75.6% | +53.0% | -23.3% |
| All | -22.7% | -76.2% | +53.5% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling