+204.9%
CVX vs EPAM
+165.6%
+39.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.7% | +18.5% | -20.2% | -4.0% |
| 30D | -0.8% | +44.0% | -44.8% | -5.5% |
| 3M | +9.4% | +63.0% | -53.6% | +2.4% |
| 6M | +17.5% | +67.3% | -49.7% | +8.9% |
| YTD | +43.8% | -20.5% | +64.4% | +45.5% |
| 1Y | +41.9% | -9.6% | +51.5% | +41.0% |
| 3Y | +69.1% | -30.8% | +100.0% | +69.5% |
| 5Y | +128.3% | -75.6% | +203.9% | +166.0% |
| 10Y | +204.9% | +159.6% | +45.4% | +94.7% |
| All | +204.9% | +165.6% | +39.3% | +94.7% |
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