+445.7%
CSX vs EPAM
+180.9%
+264.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +20.6% | -23.0% | -5.9% |
| 7D | -2.7% | +23.0% | -25.7% | -6.6% |
| 30D | +7.0% | +51.6% | -44.6% | -1.1% |
| 3M | -0.3% | +50.8% | -51.1% | -8.3% |
| 6M | +13.5% | +51.1% | -37.6% | +3.6% |
| YTD | +41.5% | -19.1% | +60.6% | +43.7% |
| 1Y | +45.8% | +3.0% | +42.8% | +40.8% |
| 3Y | +74.4% | -31.2% | +105.5% | +76.0% |
| 5Y | +53.6% | -76.5% | +130.1% | +91.0% |
| All | +445.7% | +180.9% | +264.7% | +224.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling