+224.3%
CTVA vs EPAM
-31.0%
+255.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.0% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | +12.0% | +18.4% | -6.3% | +9.2% |
| 3M | +13.5% | +19.2% | -5.7% | +9.8% |
| 6M | +12.1% | -21.0% | +33.1% | +15.2% |
| YTD | +29.0% | -43.7% | +72.7% | +38.8% |
| 1Y | +18.9% | -29.9% | +48.7% | +23.1% |
| 3Y | +78.9% | -56.5% | +135.4% | +94.8% |
| 5Y | +105.2% | -81.7% | +186.9% | +158.0% |
| All | +224.3% | -31.0% | +255.2% | +90.6% |
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