+298.3%
COP vs EPAM
+163.7%
+134.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.1% |
| 7D | -8.4% | +9.1% | -17.5% | -9.7% |
| 30D | +0.3% | +38.5% | -38.2% | -4.4% |
| 3M | +15.1% | +61.0% | -45.9% | +7.4% |
| 6M | +19.8% | +58.0% | -38.3% | +11.1% |
| YTD | +46.8% | -23.5% | +70.3% | +49.5% |
| 1Y | +59.7% | -10.5% | +70.3% | +58.9% |
| 3Y | +28.7% | -33.8% | +62.5% | +29.8% |
| 5Y | +110.7% | -78.1% | +188.8% | +157.3% |
| 10Y | +298.3% | +157.7% | +140.6% | +139.5% |
| All | +298.3% | +163.7% | +134.6% | +139.5% |
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