+1,137.6%
COR vs EPAM
+1,105.1%
+32.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +20.6% | -24.7% | -6.1% |
| 7D | +2.8% | +23.0% | -20.2% | +0.4% |
| 30D | +7.4% | +51.6% | -44.2% | +2.6% |
| 3M | +7.3% | +50.8% | -43.5% | +2.2% |
| 6M | +11.5% | +51.1% | -39.6% | +5.9% |
| YTD | +1.2% | -19.1% | +20.3% | +1.9% |
| 1Y | -3.3% | +3.0% | -6.3% | -5.2% |
| 3Y | +78.5% | -31.2% | +109.6% | +78.8% |
| 5Y | +183.0% | -76.5% | +259.5% | +214.5% |
| 10Y | +545.4% | +168.4% | +377.0% | +358.4% |
| All | +1,137.6% | +1,105.1% | +32.5% | +670.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling