+162.3%
CVE vs EPAM
+65.3%
+97.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | +2.5% | +2.0% | +0.6% | +2.1% |
| 30D | +16.7% | +6.5% | +10.2% | +14.9% |
| 3M | +9.3% | +19.9% | -10.7% | +4.7% |
| 6M | +43.6% | -16.9% | +60.5% | +46.6% |
| YTD | +93.6% | -42.9% | +136.5% | +110.2% |
| 1Y | +98.8% | -30.4% | +129.1% | +106.6% |
| 3Y | +73.6% | -54.7% | +128.3% | +89.9% |
| 5Y | +312.5% | -81.8% | +394.3% | +430.9% |
| All | +162.3% | +65.3% | +97.0% | +53.6% |
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