-1.5%
COF vs EPAM
-32.1%
+30.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | +1.8% | +2.0% | -0.1% | +1.5% |
| 30D | -0.6% | +6.5% | -7.1% | -2.0% |
| 3M | +20.3% | +19.9% | +0.4% | +15.2% |
| 6M | +13.0% | -16.9% | +30.0% | +18.0% |
| YTD | -8.3% | -42.9% | +34.5% | +4.0% |
| 1Y | -1.5% | -30.4% | +28.9% | +3.9% |
| All | -1.5% | -32.1% | +30.7% | +3.9% |
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