-42.9%
CORZ vs EPAM
-4.9%
-38.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +2.5% |
| 7D | -11.2% | +13.4% | -24.6% | -8.0% |
| 30D | -26.2% | +47.1% | -73.3% | -20.7% |
| 3M | -44.1% | +71.2% | -115.3% | -38.6% |
| 6M | -52.3% | +48.9% | -101.2% | -45.9% |
| YTD | -19.2% | -22.2% | +3.0% | -3.0% |
| 1Y | -42.9% | -5.2% | -37.7% | -37.1% |
| All | -42.9% | -4.9% | -38.0% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling