-32.3%
EPAM vs COO
-24.0%
-8.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -1.4% | +22.0% | +21.1% |
| 7D | +23.0% | +5.3% | +17.8% | +20.7% |
| 30D | +51.6% | +12.5% | +39.0% | +45.3% |
| 3M | +50.8% | -15.1% | +66.0% | +59.1% |
| 6M | +51.1% | +3.7% | +47.4% | +48.6% |
| YTD | -19.1% | -22.5% | +3.4% | -12.1% |
| 1Y | +3.0% | -7.8% | +10.8% | +5.5% |
| All | -32.3% | -24.0% | -8.4% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling