+18.9%
COMP vs EPAM
-32.1%
+51.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.1% |
| 7D | +1.4% | +2.0% | -0.6% | +0.9% |
| 30D | -13.3% | +6.5% | -19.9% | -14.9% |
| 3M | +41.1% | +19.9% | +21.2% | +34.1% |
| 6M | +17.2% | -16.9% | +34.1% | +23.7% |
| YTD | +5.2% | -42.9% | +48.1% | +20.2% |
| 1Y | +18.9% | -30.4% | +49.3% | +28.2% |
| All | +18.9% | -32.1% | +51.1% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling