+22.2%
A vs EPAM
-15.2%
+37.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | +3.6% | +24.9% | -21.3% | +1.4% |
| 3M | +27.5% | +22.6% | +4.9% | +24.3% |
| 6M | +58.5% | +24.2% | +34.3% | +55.2% |
| YTD | +31.2% | -33.0% | +64.1% | +40.8% |
| 1Y | +22.2% | -13.3% | +35.5% | +30.5% |
| All | +22.2% | -15.2% | +37.4% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 1y: compounded portfolio wealth divided by compounded EPAM 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…
1y analysis · Full analysis span regression · 6 months rolling