-44.8%
COMP vs EPAM
-70.9%
+26.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.4% |
| 7D | +1.4% | +2.0% | -0.6% | +0.6% |
| 30D | -13.3% | +6.5% | -19.9% | -15.9% |
| 3M | +41.1% | +19.9% | +21.2% | +29.3% |
| 6M | +17.2% | -16.9% | +34.1% | +22.9% |
| YTD | +5.2% | -42.9% | +48.1% | +25.9% |
| 1Y | +18.9% | -30.4% | +49.3% | +30.8% |
| 3Y | +215.9% | -54.7% | +270.6% | +289.4% |
| 5Y | -31.2% | -81.8% | +50.6% | +11.8% |
| All | -44.8% | -70.9% | +26.0% | -20.1% |
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