+1,174.3%
COHR vs EPAM
+738.6%
+435.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.6% |
| 7D | +11.0% | -0.9% | +11.9% | +11.1% |
| 30D | -20.4% | +18.4% | -38.7% | -24.9% |
| 3M | -24.9% | +19.2% | -44.1% | -31.2% |
| 6M | +28.1% | -21.0% | +49.0% | +32.5% |
| YTD | +63.6% | -43.7% | +107.3% | +85.9% |
| 1Y | +205.9% | -29.9% | +235.8% | +221.7% |
| 3Y | +809.3% | -56.5% | +865.8% | +987.6% |
| 5Y | +397.1% | -81.7% | +478.8% | +608.6% |
| 10Y | +1,238.1% | +64.5% | +1,173.6% | +844.8% |
| All | +1,174.3% | +738.6% | +435.7% | +635.8% |
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 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