+813.6%
CSX vs EPAM
+899.0%
-85.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +9.7% | +24.9% | -15.2% | +5.4% |
| 3M | +2.3% | +22.6% | -20.3% | -1.9% |
| 6M | +17.1% | +24.2% | -7.1% | +11.1% |
| YTD | +44.9% | -33.0% | +77.9% | +52.2% |
| 1Y | +47.1% | -13.3% | +60.4% | +47.0% |
| 3Y | +78.6% | -42.9% | +121.5% | +86.6% |
| 5Y | +57.2% | -80.8% | +138.0% | +92.0% |
| 10Y | +479.2% | +122.5% | +356.7% | +296.0% |
| All | +813.6% | +899.0% | -85.4% | +390.8% |
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 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