+99.0%
COST vs EPAM
-30.1%
+129.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +5.0% | +2.4% | +2.6% | +4.8% |
| 30D | +12.8% | +42.3% | -29.5% | +10.3% |
| 3M | +15.2% | +60.7% | -45.5% | +11.7% |
| 6M | +7.4% | +80.5% | -73.1% | +3.0% |
| YTD | +29.0% | -20.4% | +49.4% | +29.7% |
| 1Y | +20.3% | -9.6% | +29.9% | +19.7% |
| 3Y | +99.0% | -30.5% | +129.5% | +105.5% |
| All | +99.0% | -30.1% | +129.1% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling