+305.8%
CME vs EPAM
+165.6%
+140.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +2.5% | +18.5% | -16.1% | +0.2% |
| 30D | +13.9% | +44.0% | -30.1% | +9.0% |
| 3M | +22.4% | +63.0% | -40.6% | +15.3% |
| 6M | +12.9% | +67.3% | -54.4% | +5.3% |
| YTD | +19.6% | -20.5% | +40.1% | +20.9% |
| 1Y | +17.7% | -9.6% | +27.3% | +17.0% |
| 3Y | +65.3% | -30.8% | +96.1% | +65.4% |
| 5Y | +75.1% | -75.6% | +150.8% | +102.7% |
| 10Y | +305.8% | +159.6% | +146.2% | +156.0% |
| All | +305.8% | +165.6% | +140.2% | +156.0% |
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