-54.2%
COMP vs EPAM
-58.7%
+4.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +20.6% | -28.8% | -15.3% |
| 7D | -1.8% | +23.0% | -24.8% | -10.2% |
| 30D | -0.8% | +51.6% | -52.3% | -16.0% |
| 3M | -28.1% | +50.8% | -79.0% | -39.6% |
| 6M | +27.0% | +51.1% | -24.1% | +5.1% |
| YTD | -12.8% | -19.1% | +6.4% | -9.6% |
| 1Y | +4.9% | +3.0% | +1.9% | -1.3% |
| 3Y | +321.0% | -31.2% | +352.2% | +335.1% |
| 5Y | -25.6% | -76.5% | +50.9% | +8.7% |
| All | -54.2% | -58.7% | +4.5% | -42.6% |
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