+269.8%
CORZ vs EPAM
-46.4%
+316.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.6% | +9.7% | +8.3% |
| 7D | +1.7% | +9.1% | -7.3% | +0.9% |
| 30D | -17.5% | +38.5% | -55.9% | -20.7% |
| 3M | -39.5% | +61.0% | -100.4% | -43.2% |
| 6M | -44.5% | +58.0% | -102.5% | -48.3% |
| YTD | -12.6% | -23.5% | +10.8% | -2.0% |
| 1Y | -37.0% | -10.5% | -26.5% | -32.7% |
| All | +269.8% | -46.4% | +316.2% | +330.7% |
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