+93.3%
CPAY vs EPAM
-76.2%
+169.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +10.4% | +18.5% | -8.2% | +5.9% |
| 30D | +16.2% | +44.0% | -27.9% | +6.6% |
| 3M | +13.7% | +63.0% | -49.2% | +1.2% |
| 6M | +35.2% | +67.3% | -32.0% | +18.4% |
| YTD | +53.5% | -20.5% | +74.0% | +57.5% |
| 1Y | +58.9% | -9.6% | +68.6% | +58.4% |
| 3Y | +99.8% | -30.8% | +130.6% | +104.4% |
| 5Y | +93.3% | -75.6% | +168.9% | +115.3% |
| All | +93.3% | -76.2% | +169.5% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling