+365.9%
COPX vs EPAM
+163.7%
+202.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +5.9% |
| 7D | +3.3% | +9.1% | -5.7% | +0.8% |
| 30D | -12.2% | +38.5% | -50.7% | -18.8% |
| 3M | -14.5% | +61.0% | -75.5% | -23.7% |
| 6M | -12.2% | +58.0% | -70.2% | -22.5% |
| YTD | +5.2% | -23.5% | +28.6% | +8.1% |
| 1Y | +27.0% | -10.5% | +37.5% | +25.5% |
| 3Y | +149.1% | -33.8% | +183.0% | +153.9% |
| 5Y | +132.1% | -78.1% | +210.2% | +204.5% |
| 10Y | +365.9% | +157.7% | +208.2% | +141.3% |
| All | +365.9% | +163.7% | +202.2% | +141.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling