+354.8%
CRWD vs EPAM
-35.8%
+390.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +0.6% |
| 7D | -13.4% | +13.4% | -26.8% | -16.3% |
| 30D | -18.3% | +47.1% | -65.4% | -26.3% |
| 3M | +4.6% | +71.2% | -66.6% | -9.2% |
| 6M | +85.4% | +48.9% | +36.4% | +64.8% |
| YTD | +85.1% | -22.2% | +107.3% | +95.3% |
| 1Y | +62.9% | -5.2% | +68.1% | +62.6% |
| All | +354.8% | -35.8% | +390.6% | +367.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling