+162.6%
EPAM vs COO
+41.2%
+121.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.0% | -2.9% |
| 7D | +13.4% | +4.7% | +8.7% | +10.2% |
| 30D | +47.1% | +13.9% | +33.2% | +36.3% |
| 3M | +71.2% | -14.9% | +86.1% | +84.7% |
| 6M | +48.9% | +2.0% | +46.9% | +44.3% |
| YTD | -22.2% | -23.9% | +1.7% | -10.8% |
| 1Y | -5.2% | -9.6% | +4.5% | -2.0% |
| 3Y | -34.9% | -25.4% | -9.5% | -29.5% |
| 5Y | -77.4% | -41.2% | -36.2% | -71.7% |
| All | +162.6% | +41.2% | +121.4% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling