+758.4%
COST vs EPAM
+163.7%
+594.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | +2.5% | +9.1% | -6.6% | +1.1% |
| 30D | +12.8% | +38.5% | -25.7% | +7.7% |
| 3M | +12.7% | +61.0% | -48.3% | +5.3% |
| 6M | +6.0% | +58.0% | -52.0% | -1.4% |
| YTD | +24.4% | -23.5% | +47.8% | +26.7% |
| 1Y | +16.2% | -10.5% | +26.8% | +15.7% |
| 3Y | +96.9% | -33.8% | +130.7% | +99.4% |
| 5Y | +121.1% | -78.1% | +199.3% | +163.6% |
| 10Y | +758.4% | +157.7% | +600.7% | +468.6% |
| All | +758.4% | +163.7% | +594.7% | +468.6% |
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 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