+28.1%
COP vs EPAM
-31.2%
+59.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | +0.4% |
| 7D | -6.1% | +18.8% | -24.9% | -7.6% |
| 30D | +1.1% | +44.9% | -43.8% | -2.4% |
| 3M | +10.9% | +68.6% | -57.6% | +5.6% |
| 6M | +20.8% | +65.4% | -44.7% | +14.5% |
| YTD | +48.0% | -19.9% | +67.9% | +50.1% |
| 1Y | +58.5% | -10.0% | +68.5% | +58.4% |
| 3Y | +28.1% | -30.3% | +58.4% | +23.2% |
| All | +28.1% | -31.2% | +59.3% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling