+492.2%
COR vs EPAM
+157.4%
+334.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | +7.8% | +2.4% | +5.4% | +7.6% |
| 30D | +7.0% | +42.3% | -35.3% | +3.0% |
| 3M | +16.3% | +60.7% | -44.4% | +10.4% |
| 6M | +41.3% | +80.5% | -39.2% | +31.8% |
| YTD | +7.1% | -20.4% | +27.5% | +8.1% |
| 1Y | -0.8% | -9.6% | +8.8% | -1.3% |
| 3Y | +85.0% | -30.5% | +115.5% | +85.1% |
| 5Y | +203.9% | -75.7% | +279.6% | +250.9% |
| All | +492.2% | +157.4% | +334.8% | +231.9% |
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 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