+159.3%
COPX vs EPAM
+751.2%
-591.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.1% |
| 7D | -4.0% | +2.0% | -5.9% | -4.4% |
| 30D | +4.5% | +6.5% | -2.0% | +2.7% |
| 3M | +0.8% | +19.9% | -19.1% | -4.2% |
| 6M | +3.2% | -16.9% | +20.1% | +5.6% |
| YTD | +26.7% | -42.9% | +69.6% | +39.6% |
| 1Y | +85.7% | -30.4% | +116.1% | +94.7% |
| 3Y | +151.2% | -54.7% | +205.9% | +180.4% |
| 5Y | +170.0% | -81.8% | +251.8% | +244.5% |
| 10Y | +572.9% | +65.5% | +507.5% | +351.5% |
| All | +159.3% | +751.2% | -591.9% | +22.5% |
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 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