+57.2%
CVS vs EPAM
+168.6%
-111.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.3% | +4.0% |
| 7D | -2.6% | +18.8% | -21.4% | -4.4% |
| 30D | +4.0% | +44.9% | -40.9% | +0.2% |
| 3M | -6.3% | +68.6% | -74.9% | -11.2% |
| 6M | -0.4% | +65.4% | -65.8% | -5.9% |
| YTD | +15.6% | -19.9% | +35.5% | +16.8% |
| 1Y | +18.3% | -10.0% | +28.3% | +18.0% |
| 3Y | +47.3% | -30.3% | +77.5% | +47.6% |
| 5Y | +13.2% | -75.7% | +88.8% | +28.2% |
| 10Y | +57.2% | +167.2% | -110.0% | +3.5% |
| All | +57.2% | +168.6% | -111.5% | +3.5% |
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