-43.8%
COIN vs EPAM
-72.9%
+29.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.1% |
| 7D | +3.4% | +2.0% | +1.4% | +2.6% |
| 30D | +23.2% | +6.5% | +16.7% | +19.1% |
| 3M | +12.5% | +19.9% | -7.4% | +1.2% |
| 6M | -11.6% | -16.9% | +5.3% | -5.9% |
| YTD | -18.4% | -42.9% | +24.5% | +3.3% |
| 1Y | -39.8% | -30.4% | -9.4% | -31.2% |
| 3Y | +136.7% | -54.7% | +191.5% | +215.1% |
| 5Y | -33.7% | -81.8% | +48.1% | +27.8% |
| All | -43.8% | -72.9% | +29.2% | +2.1% |
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