+51.1%
COF vs EPAM
-81.7%
+132.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | -1.4% | +18.4% | -19.7% | -5.0% |
| 3M | +19.0% | +19.2% | -0.2% | +13.4% |
| 6M | +14.9% | -21.0% | +35.8% | +19.4% |
| YTD | -10.7% | -43.7% | +33.0% | -0.6% |
| 1Y | -1.3% | -29.9% | +28.6% | +4.4% |
| 3Y | +124.3% | -56.5% | +180.8% | +153.3% |
| 5Y | +51.1% | -81.7% | +132.8% | +75.8% |
| All | +51.1% | -81.7% | +132.8% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling