+160.1%
COPX vs EPAM
-54.6%
+214.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.3% |
| 7D | -4.0% | +2.0% | -5.9% | -4.2% |
| 30D | +4.5% | +6.5% | -2.0% | +3.5% |
| 3M | +0.8% | +19.9% | -19.1% | -1.9% |
| 6M | +3.2% | -16.9% | +20.1% | +6.4% |
| YTD | +26.7% | -42.9% | +69.6% | +39.0% |
| 1Y | +85.7% | -30.4% | +116.1% | +94.4% |
| All | +160.1% | -54.6% | +214.7% | +180.3% |
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 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