+113.0%
COP vs EPAM
-77.4%
+190.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.8% |
| 7D | -11.5% | +13.4% | -24.9% | -12.1% |
| 30D | +5.0% | +47.1% | -42.1% | +3.1% |
| 3M | +17.5% | +71.2% | -53.7% | +14.6% |
| 6M | +16.2% | +48.9% | -32.7% | +13.8% |
| YTD | +48.8% | -22.2% | +71.0% | +49.3% |
| 1Y | +64.1% | -5.2% | +69.3% | +63.2% |
| 3Y | +25.7% | -34.9% | +60.6% | +24.7% |
| All | +113.0% | -77.4% | +190.4% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling