+149.4%
CPAY vs EPAM
+69.2%
+80.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.7% | -4.5% | +1.8% | -1.4% |
| 30D | +0.6% | +14.6% | -14.1% | -3.3% |
| 3M | +17.0% | +23.1% | -6.0% | +9.0% |
| 6M | +24.1% | -19.5% | +43.6% | +29.8% |
| YTD | +35.7% | -44.1% | +79.8% | +55.9% |
| 1Y | +34.0% | -25.2% | +59.2% | +41.4% |
| 3Y | +50.3% | -56.8% | +107.1% | +78.2% |
| 5Y | +56.7% | -81.7% | +138.4% | +116.9% |
| All | +149.4% | +69.2% | +80.2% | +20.6% |
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