+181.4%
COR vs EPAM
-77.4%
+258.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.7% |
| 7D | +0.8% | +13.4% | -12.6% | +0.6% |
| 30D | +5.1% | +47.1% | -41.9% | +4.3% |
| 3M | +2.8% | +71.2% | -68.3% | +1.8% |
| 6M | +32.5% | +48.9% | -16.4% | +31.2% |
| YTD | -0.7% | -22.2% | +21.6% | -0.9% |
| 1Y | -6.7% | -5.2% | -1.5% | -7.1% |
| 3Y | +73.7% | -34.9% | +108.7% | +73.7% |
| All | +181.4% | -77.4% | +258.8% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling