+41.6%
CVX vs EPAM
-32.1%
+73.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | -0.6% | -0.9% | +0.3% | -0.6% |
| 30D | +13.4% | +18.4% | -4.9% | +13.0% |
| 3M | +11.8% | +19.2% | -7.4% | +11.0% |
| 6M | +12.4% | -21.0% | +33.4% | +11.4% |
| YTD | +41.5% | -43.7% | +85.2% | +39.0% |
| 1Y | +41.6% | -29.9% | +71.5% | +35.0% |
| All | +41.6% | -32.1% | +73.7% | +35.0% |
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