+195.8%
COR vs EPAM
-76.2%
+272.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -1.2% | +18.5% | -19.7% | -1.5% |
| 30D | +7.6% | +44.0% | -36.4% | +6.9% |
| 3M | +5.0% | +63.0% | -58.0% | +4.0% |
| 6M | +35.3% | +67.3% | -32.0% | +33.7% |
| YTD | +4.2% | -20.5% | +24.7% | +3.9% |
| 1Y | -3.4% | -9.6% | +6.2% | -3.8% |
| 3Y | +81.1% | -30.8% | +111.9% | +80.8% |
| 5Y | +195.8% | -75.6% | +271.4% | +208.6% |
| All | +195.8% | -76.2% | +272.0% | +208.6% |
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 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