+47.0%
CVX vs EPAM
-15.2%
+62.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.7% |
| 7D | -5.3% | +0.8% | -6.2% | -5.4% |
| 30D | +5.1% | +24.9% | -19.8% | +4.3% |
| 3M | +14.9% | +22.6% | -7.6% | +14.2% |
| 6M | +14.9% | +24.2% | -9.3% | +13.1% |
| YTD | +46.3% | -33.0% | +79.3% | +41.3% |
| 1Y | +47.0% | -13.3% | +60.3% | +36.1% |
| All | +47.0% | -15.2% | +62.2% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling