-31.9%
COIN vs EPAM
-81.8%
+49.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.1% |
| 7D | -0.1% | -2.2% | +2.0% | +1.0% |
| 30D | +17.5% | +17.8% | -0.3% | +9.1% |
| 3M | +12.4% | +19.9% | -7.5% | +1.0% |
| 6M | -12.5% | -21.6% | +9.0% | -4.1% |
| YTD | -22.7% | -44.0% | +21.3% | -1.1% |
| 1Y | -45.2% | -30.5% | -14.7% | -37.2% |
| 3Y | +112.8% | -56.8% | +169.6% | +190.4% |
| 5Y | -31.9% | -81.7% | +49.8% | +36.9% |
| All | -31.9% | -81.8% | +49.9% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling