+1,369.7%
CRWD vs EPAM
-34.2%
+1,403.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.1% |
| 7D | -2.4% | +2.0% | -4.4% | -3.0% |
| 30D | +1.5% | +6.5% | -5.0% | -1.1% |
| 3M | +18.5% | +19.9% | -1.4% | +9.9% |
| 6M | +109.1% | -16.9% | +126.0% | +118.1% |
| YTD | +81.8% | -42.9% | +124.7% | +112.6% |
| 1Y | +106.7% | -30.4% | +137.0% | +124.9% |
| 3Y | +428.7% | -54.7% | +483.4% | +532.7% |
| 5Y | +206.4% | -81.8% | +288.2% | +394.1% |
| All | +1,369.7% | -34.2% | +1,403.9% | +1,186.3% |
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