+250.3%
COF vs EPAM
+63.0%
+187.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.7% | -2.2% | -0.5% | -2.1% |
| 30D | -3.4% | +17.8% | -21.1% | -7.8% |
| 3M | +15.4% | +19.9% | -4.5% | +8.1% |
| 6M | +14.4% | -21.6% | +36.0% | +20.5% |
| YTD | -12.0% | -44.0% | +32.0% | +1.2% |
| 1Y | -3.7% | -30.5% | +26.8% | +3.4% |
| 3Y | +121.1% | -56.8% | +177.8% | +160.9% |
| 5Y | +47.8% | -81.7% | +129.5% | +105.7% |
| 10Y | +250.3% | +68.4% | +181.9% | +100.7% |
| All | +250.3% | +63.0% | +187.3% | +100.7% |
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