+125.6%
CVX vs EPAM
-77.4%
+203.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | 0.0% |
| 7D | -9.7% | +13.4% | -23.1% | -10.3% |
| 30D | +3.6% | +47.1% | -43.4% | +1.8% |
| 3M | +13.3% | +71.2% | -57.8% | +10.6% |
| 6M | +16.9% | +48.9% | -32.0% | +14.4% |
| YTD | +43.4% | -22.2% | +65.6% | +43.9% |
| 1Y | +44.5% | -5.2% | +49.7% | +43.6% |
| 3Y | +64.0% | -34.9% | +98.9% | +63.5% |
| All | +125.6% | -77.4% | +203.1% | +134.7% |
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 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