+123.7%
COPX vs EPAM
-33.7%
+157.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.3% | +1.7% |
| 7D | -1.0% | +13.4% | -14.4% | -2.0% |
| 30D | -14.8% | +47.1% | -61.8% | -18.0% |
| 3M | -17.2% | +71.2% | -88.4% | -21.9% |
| 6M | -14.5% | +48.9% | -63.4% | -18.1% |
| YTD | -0.4% | -22.2% | +21.8% | +5.3% |
| 1Y | +21.9% | -5.2% | +27.0% | +23.6% |
| 3Y | +123.7% | -34.9% | +158.7% | +119.5% |
| All | +123.7% | -33.7% | +157.5% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling