+173.6%
COF vs EPAM
+158.4%
+15.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -5.0% | -1.1% | -3.9% | -4.8% |
| 30D | -2.3% | +41.8% | -44.1% | -12.2% |
| 3M | -12.7% | +63.4% | -76.0% | -24.9% |
| 6M | +6.2% | +72.2% | -66.0% | -11.5% |
| YTD | -19.2% | -20.0% | +0.9% | -16.9% |
| 1Y | -11.5% | -9.0% | -2.4% | -12.4% |
| 3Y | +92.8% | -30.4% | +123.2% | +97.0% |
| 5Y | +34.3% | -75.6% | +109.9% | +74.0% |
| All | +173.6% | +158.4% | +15.2% | +39.3% |
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 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