+302.9%
COP vs EPAM
+751.2%
-448.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | +3.0% | +2.0% | +1.0% | +2.7% |
| 30D | +17.5% | +6.5% | +11.0% | +16.1% |
| 3M | +13.4% | +19.9% | -6.6% | +9.9% |
| 6M | +17.7% | -16.9% | +34.7% | +19.6% |
| YTD | +46.6% | -42.9% | +89.5% | +55.8% |
| 1Y | +44.6% | -30.4% | +75.0% | +49.0% |
| 3Y | +20.7% | -54.7% | +75.4% | +28.7% |
| 5Y | +185.0% | -81.8% | +266.9% | +232.6% |
| 10Y | +347.0% | +65.5% | +281.5% | +222.7% |
| All | +302.9% | +751.2% | -448.3% | +153.2% |
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 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