+109.0%
CTVA vs EPAM
-81.9%
+190.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +4.9% | +2.0% | +3.0% | +4.8% |
| 30D | +11.9% | +6.5% | +5.4% | +11.3% |
| 3M | +13.7% | +19.9% | -6.3% | +11.8% |
| 6M | +13.1% | -16.9% | +30.1% | +14.4% |
| YTD | +32.0% | -42.9% | +74.8% | +37.0% |
| 1Y | +22.1% | -30.4% | +52.4% | +24.5% |
| 3Y | +77.5% | -54.7% | +132.2% | +84.1% |
| All | +109.0% | -81.9% | +190.9% | +134.4% |
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