+427.3%
CSX vs EPAM
+170.1%
+257.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -2.7% |
| 7D | -5.5% | +13.4% | -18.9% | -8.0% |
| 30D | +4.9% | +47.1% | -42.1% | -2.5% |
| 3M | -2.9% | +71.2% | -74.0% | -12.5% |
| 6M | +8.3% | +48.9% | -40.6% | -0.9% |
| YTD | +36.7% | -22.2% | +59.0% | +39.8% |
| 1Y | +41.5% | -5.2% | +46.7% | +38.9% |
| 3Y | +68.6% | -34.9% | +103.6% | +72.0% |
| 5Y | +48.4% | -77.4% | +125.8% | +85.8% |
| All | +427.3% | +170.1% | +257.2% | +215.8% |
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