+216.7%
CRWD vs EPAM
-81.7%
+298.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | -2.3% | -0.9% | -1.5% | -2.1% |
| 30D | -2.1% | +18.4% | -20.4% | -6.2% |
| 3M | +27.5% | +19.2% | +8.3% | +20.4% |
| 6M | +95.8% | -21.0% | +116.8% | +105.5% |
| YTD | +79.2% | -43.7% | +122.9% | +103.9% |
| 1Y | +96.3% | -29.9% | +126.1% | +110.1% |
| 3Y | +399.8% | -56.5% | +456.3% | +482.2% |
| 5Y | +216.7% | -81.7% | +298.4% | +376.0% |
| All | +216.7% | -81.7% | +298.4% | +376.0% |
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