+186.4%
COP vs EPAM
-81.9%
+268.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.0% |
| 7D | +3.0% | +2.0% | +1.0% | +2.9% |
| 30D | +17.5% | +6.5% | +11.0% | +17.1% |
| 3M | +13.4% | +19.9% | -6.6% | +12.3% |
| 6M | +17.7% | -16.9% | +34.7% | +18.2% |
| YTD | +46.6% | -42.9% | +89.5% | +49.1% |
| 1Y | +44.6% | -30.4% | +75.0% | +45.8% |
| 3Y | +20.7% | -54.7% | +75.4% | +21.5% |
| All | +186.4% | -81.9% | +268.3% | +205.6% |
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 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