+204.7%
CTVA vs EPAM
-6.1%
+210.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.0% |
| 7D | +1.6% | +9.1% | -7.5% | 0.0% |
| 30D | -8.5% | +38.5% | -47.0% | -13.2% |
| 3M | +5.3% | +61.0% | -55.7% | -2.5% |
| 6M | -0.1% | +58.0% | -58.1% | -8.0% |
| YTD | +21.2% | -23.5% | +44.7% | +24.0% |
| 1Y | +27.0% | -10.5% | +37.5% | +26.5% |
| 3Y | +87.2% | -33.8% | +121.1% | +90.5% |
| 5Y | +77.9% | -78.1% | +156.0% | +125.1% |
| All | +204.7% | -6.1% | +210.8% | +70.3% |
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