+256.1%
CVX vs EPAM
+751.2%
-495.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | +3.3% | +2.0% | +1.4% | +3.1% |
| 30D | +12.9% | +6.5% | +6.4% | +11.7% |
| 3M | +11.7% | +19.9% | -8.2% | +8.7% |
| 6M | +14.1% | -16.9% | +31.1% | +15.7% |
| YTD | +40.7% | -42.9% | +83.6% | +48.3% |
| 1Y | +37.5% | -30.4% | +67.9% | +41.1% |
| 3Y | +43.9% | -54.7% | +98.7% | +52.2% |
| 5Y | +161.5% | -81.8% | +243.3% | +198.9% |
| 10Y | +215.1% | +65.5% | +149.7% | +145.0% |
| All | +256.1% | +751.2% | -495.1% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling