+1,476.4%
CRWD vs EPAM
-11.9%
+1,488.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +6.9% | +5.9% |
| 7D | -5.5% | +9.1% | -14.5% | -9.3% |
| 30D | -16.9% | +38.5% | -55.4% | -26.5% |
| 3M | +6.6% | +61.0% | -54.4% | -10.5% |
| 6M | +73.2% | +58.0% | +15.2% | +43.7% |
| YTD | +95.1% | -23.5% | +118.5% | +103.4% |
| 1Y | +69.4% | -10.5% | +79.9% | +67.4% |
| 3Y | +379.3% | -33.8% | +413.1% | +397.0% |
| 5Y | +211.9% | -78.1% | +290.0% | +378.3% |
| All | +1,476.4% | -11.9% | +1,488.3% | +1,130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling