+188.1%
COF vs EPAM
+165.6%
+22.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.9% |
| 7D | -4.5% | +18.5% | -23.0% | -9.5% |
| 30D | -2.0% | +44.0% | -46.0% | -12.3% |
| 3M | -9.7% | +63.0% | -72.7% | -22.3% |
| 6M | +8.0% | +67.3% | -59.2% | -9.2% |
| YTD | -17.7% | -20.5% | +2.8% | -15.2% |
| 1Y | -9.3% | -9.6% | +0.3% | -10.1% |
| 3Y | +96.3% | -30.8% | +127.1% | +100.9% |
| 5Y | +37.0% | -75.6% | +112.6% | +77.3% |
| 10Y | +188.1% | +159.6% | +28.6% | +49.4% |
| All | +188.1% | +165.6% | +22.5% | +49.4% |
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