+820.9%
COHR vs EPAM
+1,086.5%
-265.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | +13.1% | +2.4% | +10.7% | +12.2% |
| 30D | -17.2% | +42.3% | -59.5% | -27.1% |
| 3M | -33.3% | +60.7% | -94.0% | -44.2% |
| 6M | -46.0% | +80.5% | -126.5% | -58.1% |
| YTD | +18.2% | -20.4% | +38.6% | +17.5% |
| 1Y | +55.9% | -9.6% | +65.5% | +48.3% |
| 3Y | +544.7% | -30.5% | +575.1% | +546.0% |
| 5Y | +234.6% | -75.7% | +310.3% | +329.6% |
| 10Y | +656.2% | +160.1% | +496.1% | +358.3% |
| All | +820.9% | +1,086.5% | -265.7% | +365.3% |
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 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