+336.7%
COP vs EPAM
+157.4%
+179.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +4.4% | +2.4% | +2.0% | +4.1% |
| 30D | 0.0% | +42.3% | -42.4% | -5.1% |
| 3M | +15.0% | +60.7% | -45.6% | +7.3% |
| 6M | +22.0% | +80.5% | -58.5% | +11.2% |
| YTD | +55.3% | -20.4% | +75.7% | +57.4% |
| 1Y | +64.1% | -9.6% | +73.7% | +63.1% |
| 3Y | +34.1% | -30.5% | +64.6% | +34.3% |
| 5Y | +133.4% | -75.7% | +209.1% | +176.8% |
| All | +336.7% | +157.4% | +179.3% | +153.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling