+66.5%
EPAM vs COO
+49.3%
+17.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.5% |
| 7D | +2.0% | -2.2% | +4.2% | +3.3% |
| 30D | +6.5% | -7.0% | +13.5% | +11.2% |
| 3M | +19.9% | +12.2% | +7.7% | +12.0% |
| 6M | -16.9% | -15.1% | -1.8% | -9.2% |
| YTD | -42.9% | -15.1% | -27.8% | -37.4% |
| 1Y | -30.4% | +2.3% | -32.7% | -32.1% |
| 3Y | -54.7% | -23.7% | -31.1% | -50.4% |
| 5Y | -81.8% | -38.9% | -42.9% | -77.3% |
| All | +66.5% | +49.3% | +17.2% | +37.2% |
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