+306.5%
COP vs EPAM
+1,105.1%
-798.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +20.6% | -21.7% | -3.8% |
| 7D | -9.7% | +23.0% | -32.7% | -12.4% |
| 30D | +4.7% | +51.6% | -46.9% | -1.3% |
| 3M | +18.5% | +50.8% | -32.3% | +11.3% |
| 6M | +11.4% | +51.1% | -39.7% | +4.1% |
| YTD | +47.9% | -19.1% | +67.0% | +49.4% |
| 1Y | +59.3% | +3.0% | +56.4% | +55.3% |
| 3Y | +23.6% | -31.2% | +54.7% | +24.1% |
| 5Y | +113.1% | -76.5% | +189.6% | +142.2% |
| 10Y | +329.1% | +168.4% | +160.7% | +189.2% |
| All | +306.5% | +1,105.1% | -798.6% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling