+76.9%
COR vs EPAM
-31.1%
+108.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +20.6% | -24.7% | -4.0% |
| 7D | +2.8% | +23.0% | -20.2% | +2.8% |
| 30D | +7.4% | +51.6% | -44.2% | +7.1% |
| 3M | +7.3% | +50.8% | -43.5% | +7.0% |
| 6M | +11.5% | +51.1% | -39.6% | +10.8% |
| YTD | +1.2% | -19.1% | +20.3% | -0.5% |
| 1Y | -3.3% | +3.0% | -6.3% | -4.2% |
| All | +76.9% | -31.1% | +108.0% | +82.6% |
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