+1,065.0%
CPAY vs EPAM
+751.2%
+313.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | +2.1% | +2.0% | +0.1% | +1.6% |
| 30D | +5.5% | +6.5% | -1.0% | +3.2% |
| 3M | +16.6% | +19.9% | -3.4% | +10.1% |
| 6M | +26.7% | -16.9% | +43.6% | +30.8% |
| YTD | +38.4% | -42.9% | +81.2% | +56.0% |
| 1Y | +30.1% | -30.4% | +60.5% | +39.1% |
| 3Y | +52.6% | -54.7% | +107.3% | +76.2% |
| 5Y | +59.0% | -81.8% | +140.8% | +108.8% |
| 10Y | +148.4% | +65.5% | +82.9% | +78.4% |
| All | +1,065.0% | +751.2% | +313.8% | +564.9% |
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