+131.4%
CVX vs EPAM
-75.8%
+207.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | +1.6% | -1.1% | +2.7% | +1.6% |
| 30D | -0.6% | +41.8% | -42.5% | -2.2% |
| 3M | +11.0% | +63.4% | -52.4% | +8.5% |
| 6M | +18.4% | +72.2% | -53.8% | +15.2% |
| YTD | +45.9% | -20.0% | +66.0% | +46.2% |
| 1Y | +46.7% | -9.0% | +55.7% | +46.1% |
| 3Y | +71.6% | -30.4% | +102.0% | +70.6% |
| 5Y | +131.4% | -75.6% | +207.0% | +135.6% |
| All | +131.4% | -75.8% | +207.2% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling