+1,485.3%
CRWD vs EPAM
-8.0%
+1,493.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | +5.8% | -1.1% | +7.0% | +6.1% |
| 30D | -12.0% | +41.8% | -53.8% | -22.8% |
| 3M | +3.6% | +63.4% | -59.7% | -13.3% |
| 6M | +68.3% | +72.2% | -3.9% | +35.9% |
| YTD | +96.2% | -20.0% | +116.2% | +101.8% |
| 1Y | +68.4% | -9.0% | +77.5% | +65.7% |
| 3Y | +368.4% | -30.4% | +398.8% | +377.8% |
| 5Y | +223.4% | -75.6% | +299.0% | +370.5% |
| All | +1,485.3% | -8.0% | +1,493.3% | +1,120.6% |
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