+1,333.1%
CRWD vs EPAM
-35.6%
+1,368.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | +2.2% | -2.2% | +4.3% | +2.9% |
| 30D | -7.7% | +17.8% | -25.5% | -12.5% |
| 3M | +28.9% | +19.9% | +9.0% | +19.4% |
| 6M | +91.5% | -21.6% | +113.1% | +103.6% |
| YTD | +77.3% | -44.0% | +121.3% | +108.7% |
| 1Y | +96.3% | -30.5% | +126.8% | +113.8% |
| 3Y | +394.5% | -56.8% | +451.3% | +501.2% |
| 5Y | +213.5% | -81.7% | +295.2% | +401.2% |
| All | +1,333.1% | -35.6% | +1,368.7% | +1,162.7% |
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