+504.6%
CSX vs EPAM
+65.3%
+439.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.3% |
| 7D | -3.4% | +2.0% | -5.3% | -3.7% |
| 30D | -3.1% | +6.5% | -9.6% | -4.5% |
| 3M | +7.2% | +19.9% | -12.8% | +2.8% |
| 6M | +16.2% | -16.9% | +33.1% | +18.7% |
| YTD | +37.5% | -42.9% | +80.4% | +49.5% |
| 1Y | +53.2% | -30.4% | +83.6% | +59.5% |
| 3Y | +68.2% | -54.7% | +123.0% | +84.2% |
| 5Y | +65.2% | -81.8% | +147.0% | +111.3% |
| All | +504.6% | +65.3% | +439.3% | +288.3% |
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 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