+205.1%
CRM vs EPAM
+157.4%
+47.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.0% | +2.4% | -0.4% | +1.0% |
| 30D | -7.7% | +42.3% | -50.0% | -19.7% |
| 3M | +8.4% | +60.7% | -52.3% | -9.7% |
| 6M | +31.9% | +80.5% | -48.6% | +4.8% |
| YTD | -17.2% | -20.4% | +3.2% | -13.6% |
| 1Y | -8.6% | -9.6% | +1.0% | -8.8% |
| 3Y | +3.1% | -30.5% | +33.6% | +6.8% |
| 5Y | -27.6% | -75.7% | +48.1% | +2.5% |
| All | +205.1% | +157.4% | +47.7% | +22.3% |
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 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