+80.1%
COR vs EPAM
-36.8%
+116.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +3.7% |
| 7D | +2.3% | +9.1% | -6.7% | +2.4% |
| 30D | +6.8% | +38.5% | -31.7% | +6.5% |
| 3M | +8.1% | +61.0% | -52.9% | +7.8% |
| 6M | +33.0% | +58.0% | -25.0% | +32.2% |
| YTD | +3.0% | -23.5% | +26.4% | +1.3% |
| 1Y | -3.4% | -10.5% | +7.1% | -4.5% |
| 3Y | +80.1% | -33.8% | +114.0% | +92.5% |
| All | +80.1% | -36.8% | +116.9% | +92.5% |
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 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