-25.6%
COMP vs EPAM
-77.2%
+51.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +20.6% | -28.8% | -15.4% |
| 7D | -1.8% | +23.0% | -24.8% | -10.3% |
| 30D | -0.8% | +51.6% | -52.3% | -16.1% |
| 3M | -28.1% | +50.8% | -79.0% | -39.6% |
| 6M | +27.0% | +51.1% | -24.1% | +5.0% |
| YTD | -12.8% | -19.1% | +6.4% | -9.5% |
| 1Y | +4.9% | +3.0% | +1.9% | -1.4% |
| 3Y | +321.0% | -31.2% | +352.2% | +335.3% |
| 5Y | -25.6% | -76.5% | +50.9% | +10.4% |
| All | -25.6% | -77.2% | +51.6% | +10.4% |
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