+377.2%
COHR vs EPAM
-82.0%
+459.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | +10.9% | -4.5% | +15.3% | +11.9% |
| 30D | -10.8% | +14.6% | -25.4% | -13.9% |
| 3M | -17.4% | +23.1% | -40.5% | -23.2% |
| 6M | +12.5% | -19.5% | +31.9% | +16.4% |
| YTD | +58.8% | -44.1% | +102.9% | +79.9% |
| 1Y | +183.3% | -25.2% | +208.5% | +193.6% |
| 3Y | +783.0% | -56.8% | +839.9% | +933.1% |
| 5Y | +377.2% | -81.7% | +459.0% | +496.8% |
| All | +377.2% | -82.0% | +459.2% | +496.8% |
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