-34.1%
CORZ vs EPAM
-11.8%
-22.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.6% | +9.7% | +7.8% |
| 7D | +1.7% | +9.1% | -7.3% | +4.7% |
| 30D | -17.5% | +38.5% | -55.9% | -12.5% |
| 3M | -39.5% | +61.0% | -100.4% | -34.4% |
| 6M | -44.5% | +58.0% | -102.5% | -37.9% |
| YTD | -12.6% | -23.5% | +10.8% | +5.9% |
| All | -34.1% | -11.8% | -22.3% | -31.4% |
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