+198.6%
CVX vs EPAM
+163.7%
+34.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -7.5% | +9.1% | -16.5% | -8.7% |
| 30D | -0.6% | +38.5% | -39.1% | -4.9% |
| 3M | +14.0% | +61.0% | -47.0% | +6.9% |
| 6M | +18.1% | +58.0% | -39.9% | +10.2% |
| YTD | +42.2% | -23.5% | +65.6% | +44.5% |
| 1Y | +41.3% | -10.5% | +51.9% | +40.5% |
| 3Y | +68.3% | -33.8% | +102.2% | +69.6% |
| 5Y | +122.0% | -78.1% | +200.2% | +165.9% |
| 10Y | +198.6% | +157.7% | +40.8% | +94.1% |
| All | +198.6% | +163.7% | +34.9% | +94.1% |
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 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