+1,395.5%
COST vs EPAM
+751.2%
+644.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.8% |
| 7D | -3.1% | +2.0% | -5.1% | -3.4% |
| 30D | -2.8% | +6.5% | -9.3% | -3.8% |
| 3M | -5.7% | +19.9% | -25.6% | -8.3% |
| 6M | -8.8% | -16.9% | +8.2% | -7.4% |
| YTD | +6.7% | -42.9% | +49.5% | +12.7% |
| 1Y | -3.6% | -30.4% | +26.7% | -1.0% |
| 3Y | +75.1% | -54.7% | +129.8% | +86.1% |
| 5Y | +108.9% | -81.8% | +190.7% | +140.4% |
| 10Y | +586.2% | +65.5% | +520.7% | +464.2% |
| All | +1,395.5% | +751.2% | +644.3% | +991.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling