+157.7%
EPAM vs COO
+40.7%
+117.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -3.0% |
| 7D | +9.1% | +4.3% | +4.8% | +6.2% |
| 30D | +38.5% | +17.6% | +20.9% | +26.0% |
| 3M | +61.0% | -13.9% | +74.8% | +72.4% |
| 6M | +58.0% | +6.6% | +51.5% | +49.3% |
| YTD | -23.5% | -22.0% | -1.5% | -13.4% |
| 1Y | -10.5% | -8.8% | -1.7% | -8.0% |
| 3Y | -33.8% | -21.5% | -12.4% | -30.6% |
| 5Y | -78.1% | -41.0% | -37.1% | -72.6% |
| 10Y | +157.7% | +40.9% | +116.8% | +116.7% |
| All | +157.7% | +40.7% | +117.0% | +116.7% |
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