+591.7%
COPX vs EPAM
+65.2%
+526.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.4% |
| 7D | +5.8% | -0.9% | +6.6% | +5.9% |
| 30D | +7.2% | +18.4% | -11.1% | +3.3% |
| 3M | +16.5% | +19.2% | -2.7% | +10.9% |
| 6M | +18.4% | -21.0% | +39.4% | +22.9% |
| YTD | +31.9% | -43.7% | +75.6% | +46.3% |
| 1Y | +88.5% | -29.9% | +118.4% | +97.6% |
| 3Y | +173.1% | -56.5% | +229.6% | +208.6% |
| 5Y | +193.1% | -81.7% | +274.8% | +289.0% |
| 10Y | +591.7% | +64.5% | +527.2% | +315.5% |
| All | +591.7% | +65.2% | +526.5% | +315.5% |
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