-46.6%
COIN vs EPAM
-72.7%
+26.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +0.3% |
| 7D | -5.1% | +0.7% | -5.8% | -5.4% |
| 30D | +17.6% | +17.6% | 0.0% | +9.3% |
| 3M | +9.2% | +27.1% | -17.9% | -4.4% |
| 6M | -11.8% | -17.0% | +5.2% | -5.9% |
| YTD | -22.5% | -42.4% | +19.9% | -2.3% |
| 1Y | -45.9% | -25.3% | -20.6% | -40.2% |
| 3Y | +117.4% | -55.7% | +173.1% | +192.8% |
| 5Y | -29.4% | -81.2% | +51.8% | +34.4% |
| All | -46.6% | -72.7% | +26.1% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling