+43.3%
CTVA vs EPAM
-30.1%
+73.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -20.8% | +2.4% | -23.2% | -21.0% |
| 30D | -29.6% | +42.3% | -72.0% | -32.4% |
| 3M | -16.9% | +60.7% | -77.6% | -21.2% |
| 6M | -24.3% | +80.5% | -104.8% | -29.6% |
| YTD | -5.6% | -20.4% | +14.8% | -2.7% |
| 1Y | -4.2% | -9.6% | +5.4% | -3.3% |
| 3Y | +43.3% | -30.5% | +73.8% | +34.3% |
| All | +43.3% | -30.1% | +73.4% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling