+322.1%
CORZ vs EPAM
-44.3%
+366.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +23.5% | +2.4% | +21.1% | +23.3% |
| 30D | +7.5% | +42.3% | -34.9% | +3.1% |
| 3M | -26.6% | +60.7% | -87.3% | -31.0% |
| 6M | -39.5% | +80.5% | -120.0% | -45.1% |
| YTD | -0.3% | -20.4% | +20.1% | +11.6% |
| 1Y | -4.2% | -9.6% | +5.4% | +3.0% |
| All | +322.1% | -44.3% | +366.3% | +390.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling