-3.9%
CRM vs EPAM
-82.0%
+78.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -8.1% | -4.5% | -3.6% | -6.9% |
| 30D | +23.1% | +14.6% | +8.4% | +18.6% |
| 3M | +42.5% | +23.1% | +19.5% | +34.0% |
| 6M | +25.3% | -19.5% | +44.8% | +31.6% |
| YTD | -7.8% | -44.1% | +36.3% | +5.7% |
| 1Y | +1.0% | -25.2% | +26.2% | +7.4% |
| 3Y | +10.0% | -56.8% | +66.8% | +28.8% |
| 5Y | -3.9% | -81.7% | +77.8% | +35.8% |
| All | -3.9% | -82.0% | +78.1% | +35.8% |
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