+116.7%
COIN vs EPAM
-57.0%
+173.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.1% |
| 7D | -0.1% | -2.2% | +2.0% | +0.9% |
| 30D | +17.5% | +17.8% | -0.3% | +10.0% |
| 3M | +12.4% | +19.9% | -7.5% | +2.2% |
| 6M | -12.5% | -21.6% | +9.0% | -3.5% |
| YTD | -22.7% | -44.0% | +21.3% | -0.8% |
| 1Y | -45.2% | -30.5% | -14.7% | -36.9% |
| All | +116.7% | -57.0% | +173.7% | +181.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling