+13.0%
CVS vs EPAM
-75.7%
+88.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +6.6% | +2.4% | +4.1% | +6.5% |
| 30D | -0.4% | +42.3% | -42.8% | -1.7% |
| 3M | -5.3% | +60.7% | -65.9% | -6.9% |
| 6M | -7.7% | +80.5% | -88.2% | -9.7% |
| YTD | +16.0% | -20.4% | +36.4% | +16.6% |
| 1Y | +16.2% | -9.6% | +25.8% | +16.1% |
| 3Y | +47.6% | -30.5% | +78.0% | +47.4% |
| All | +13.0% | -75.7% | +88.7% | +14.8% |
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