-75.7%
EPAM vs COO
-41.3%
-34.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.2% | +5.0% |
| 7D | +18.8% | +4.5% | +14.3% | +15.7% |
| 30D | +44.9% | +16.9% | +28.0% | +33.1% |
| 3M | +68.6% | -16.7% | +85.3% | +83.7% |
| 6M | +65.4% | +5.9% | +59.5% | +57.4% |
| YTD | -19.9% | -22.4% | +2.6% | -9.3% |
| 1Y | -10.0% | -10.1% | +0.1% | -6.6% |
| 3Y | -30.3% | -22.8% | -7.5% | -27.9% |
| 5Y | -75.7% | -41.4% | -34.3% | -68.9% |
| All | -75.7% | -41.3% | -34.4% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling