+11.4%
COP vs EPAM
+50.2%
-38.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +20.6% | -21.7% | -2.2% |
| 7D | -9.7% | +23.0% | -32.7% | -10.9% |
| 30D | +4.7% | +51.6% | -46.9% | +1.6% |
| 3M | +18.5% | +50.8% | -32.3% | +15.1% |
| 6M | +11.4% | +51.1% | -39.7% | +8.2% |
| All | +11.4% | +50.2% | -38.8% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling