+40.7%
CVS vs EPAM
+66.7%
-25.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +4.0% | +2.0% | +2.0% | +3.7% |
| 30D | -2.4% | +6.5% | -8.9% | -3.2% |
| 3M | +2.7% | +19.9% | -17.3% | +0.4% |
| 6M | +21.9% | -16.9% | +38.8% | +23.3% |
| YTD | +24.7% | -42.9% | +67.6% | +30.6% |
| 1Y | +35.4% | -30.4% | +65.8% | +38.5% |
| 3Y | +65.2% | -54.7% | +119.9% | +73.4% |
| 5Y | +30.5% | -81.8% | +112.4% | +50.9% |
| All | +40.7% | +66.7% | -25.9% | -8.3% |
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