+486.6%
COR vs EPAM
+168.6%
+318.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.4% |
| 7D | +2.4% | +18.8% | -16.4% | +0.5% |
| 30D | +7.7% | +44.9% | -37.3% | +3.4% |
| 3M | +7.5% | +68.6% | -61.1% | +1.6% |
| 6M | +34.1% | +65.4% | -31.3% | +26.3% |
| YTD | +3.9% | -19.9% | +23.7% | +4.7% |
| 1Y | -3.6% | -10.0% | +6.4% | -4.1% |
| 3Y | +80.5% | -30.3% | +110.8% | +80.6% |
| 5Y | +194.9% | -75.7% | +270.5% | +240.6% |
| 10Y | +486.6% | +167.2% | +319.4% | +237.4% |
| All | +486.6% | +168.6% | +318.0% | +237.4% |
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