-61.1%
COIN vs EPAM
-62.3%
+1.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -5.3% | +2.4% | -7.7% | -6.4% |
| 30D | -26.2% | +42.3% | -68.5% | -39.3% |
| 3M | -17.1% | +60.7% | -77.7% | -35.6% |
| 6M | -36.7% | +80.5% | -117.2% | -55.0% |
| YTD | -43.6% | -20.4% | -23.2% | -40.8% |
| 1Y | -54.9% | -9.6% | -45.3% | -55.7% |
| 3Y | +37.8% | -30.5% | +68.3% | +44.9% |
| 5Y | -62.8% | -75.7% | +12.9% | -39.9% |
| All | -61.1% | -62.3% | +1.2% | -41.5% |
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