+162.6%
CVX vs EPAM
-81.9%
+244.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | +3.3% | +2.0% | +1.4% | +3.3% |
| 30D | +12.9% | +6.5% | +6.4% | +12.5% |
| 3M | +11.7% | +19.9% | -8.2% | +10.6% |
| 6M | +14.1% | -16.9% | +31.1% | +14.6% |
| YTD | +40.7% | -42.9% | +83.6% | +43.2% |
| 1Y | +37.5% | -30.4% | +67.9% | +38.6% |
| 3Y | +43.9% | -54.7% | +98.7% | +45.7% |
| All | +162.6% | -81.9% | +244.5% | +173.0% |
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 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