+245.6%
CRH vs EPAM
+74.2%
+171.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -1.9% | +0.3% |
| 7D | -6.1% | +0.7% | -6.8% | -6.2% |
| 30D | -9.3% | +17.6% | -26.8% | -12.9% |
| 3M | -15.2% | +27.1% | -42.3% | -20.9% |
| 6M | -14.2% | -17.0% | +2.7% | -11.7% |
| YTD | -28.3% | -42.4% | +14.2% | -19.9% |
| 1Y | -21.8% | -25.3% | +3.5% | -18.7% |
| 3Y | +71.6% | -55.7% | +127.4% | +96.1% |
| 5Y | +96.6% | -81.2% | +177.8% | +158.3% |
| All | +245.6% | +74.2% | +171.4% | +117.2% |
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