+602.0%
COST vs EPAM
+65.2%
+536.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -3.2% | -0.9% | -2.3% | -3.1% |
| 30D | -4.0% | +18.4% | -22.3% | -6.2% |
| 3M | -6.5% | +19.2% | -25.7% | -9.2% |
| 6M | -8.5% | -21.0% | +12.4% | -6.4% |
| YTD | +6.0% | -43.7% | +49.7% | +13.0% |
| 1Y | -5.8% | -29.9% | +24.1% | -3.1% |
| 3Y | +71.8% | -56.5% | +128.4% | +85.1% |
| 5Y | +106.2% | -81.7% | +187.9% | +147.7% |
| 10Y | +602.0% | +64.5% | +537.5% | +373.3% |
| All | +602.0% | +65.2% | +536.8% | +373.3% |
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