+1,479.7%
CRWD vs EPAM
-8.5%
+1,488.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -5.0% | +18.5% | -23.5% | -11.2% |
| 30D | -12.9% | +44.0% | -56.9% | -24.0% |
| 3M | +3.2% | +63.0% | -59.8% | -13.6% |
| 6M | +69.0% | +67.3% | +1.7% | +37.7% |
| YTD | +95.5% | -20.5% | +116.0% | +101.4% |
| 1Y | +64.6% | -9.6% | +74.2% | +62.2% |
| 3Y | +366.7% | -30.8% | +397.6% | +377.0% |
| 5Y | +226.2% | -75.6% | +301.8% | +374.1% |
| All | +1,479.7% | -8.5% | +1,488.3% | +1,118.5% |
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