+432.7%
COF vs EPAM
+1,058.6%
-626.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | 0.0% |
| 7D | -1.5% | +13.4% | -14.8% | -5.2% |
| 30D | +3.0% | +47.1% | -44.0% | -7.4% |
| 3M | -7.9% | +71.2% | -79.1% | -20.7% |
| 6M | +5.2% | +48.9% | -43.7% | -7.4% |
| YTD | -15.7% | -22.2% | +6.5% | -13.1% |
| 1Y | -5.5% | -5.2% | -0.3% | -7.5% |
| 3Y | +100.5% | -34.9% | +135.5% | +108.3% |
| 5Y | +42.3% | -77.4% | +119.7% | +77.3% |
| 10Y | +228.7% | +158.1% | +70.6% | +111.3% |
| All | +432.7% | +1,058.6% | -626.0% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling