+1,115.3%
COR vs EPAM
+1,058.6%
+56.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.4% |
| 7D | +0.8% | +13.4% | -12.6% | -0.7% |
| 30D | +5.1% | +47.1% | -41.9% | +0.7% |
| 3M | +2.8% | +71.2% | -68.3% | -3.1% |
| 6M | +32.5% | +48.9% | -16.4% | +25.9% |
| YTD | -0.7% | -22.2% | +21.6% | +0.4% |
| 1Y | -6.7% | -5.2% | -1.5% | -7.7% |
| 3Y | +73.7% | -34.9% | +108.7% | +75.1% |
| 5Y | +177.9% | -77.4% | +255.3% | +210.0% |
| 10Y | +533.8% | +158.1% | +375.7% | +351.9% |
| All | +1,115.3% | +1,058.6% | +56.7% | +659.6% |
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 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