+182.4%
CVS vs EPAM
+1,058.6%
-876.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +3.5% |
| 7D | -7.1% | +13.4% | -20.5% | -8.4% |
| 30D | -4.0% | +47.1% | -51.1% | -7.7% |
| 3M | -12.2% | +71.2% | -83.4% | -16.9% |
| 6M | -2.2% | +48.9% | -51.1% | -6.6% |
| YTD | +8.9% | -22.2% | +31.1% | +10.2% |
| 1Y | +9.9% | -5.2% | +15.0% | +8.8% |
| 3Y | +32.1% | -34.9% | +67.0% | +33.3% |
| 5Y | +5.7% | -77.4% | +83.1% | +16.4% |
| 10Y | +39.0% | +158.1% | -119.1% | +4.7% |
| All | +182.4% | +1,058.6% | -876.2% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling