+67.8%
CSX vs EPAM
-81.9%
+149.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.1% |
| 7D | -3.4% | +2.0% | -5.3% | -3.6% |
| 30D | -3.1% | +6.5% | -9.6% | -3.9% |
| 3M | +7.2% | +19.9% | -12.8% | +4.7% |
| 6M | +16.2% | -16.9% | +33.1% | +17.7% |
| YTD | +37.5% | -42.9% | +80.4% | +44.6% |
| 1Y | +53.2% | -30.4% | +83.6% | +57.0% |
| 3Y | +68.2% | -54.7% | +123.0% | +77.1% |
| All | +67.8% | -81.9% | +149.7% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling