+103.8%
COPX vs EPAM
+1,058.6%
-954.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.3% | +2.2% |
| 7D | -1.0% | +13.4% | -14.4% | -4.2% |
| 30D | -14.8% | +47.1% | -61.8% | -22.2% |
| 3M | -17.2% | +71.2% | -88.4% | -27.1% |
| 6M | -14.5% | +48.9% | -63.4% | -23.6% |
| YTD | -0.4% | -22.2% | +21.8% | +1.6% |
| 1Y | +21.9% | -5.2% | +27.0% | +18.6% |
| 3Y | +123.7% | -34.9% | +158.7% | +128.5% |
| 5Y | +121.8% | -77.4% | +199.2% | +170.5% |
| 10Y | +397.9% | +158.1% | +239.8% | +200.6% |
| All | +103.8% | +1,058.6% | -954.9% | -10.9% |
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