+312.3%
A vs EPAM
+165.6%
+146.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.1% | +18.5% | -18.7% | -4.9% |
| 30D | +3.3% | +44.0% | -40.8% | -6.5% |
| 3M | +18.5% | +63.0% | -44.4% | +3.5% |
| 6M | +59.3% | +67.3% | -8.0% | +35.9% |
| YTD | +31.0% | -20.5% | +51.5% | +34.3% |
| 1Y | +19.3% | -9.6% | +28.9% | +18.0% |
| 3Y | +66.8% | -30.8% | +97.6% | +69.9% |
| 5Y | +15.5% | -75.6% | +91.1% | +48.5% |
| 10Y | +312.3% | +159.6% | +152.8% | +112.6% |
| All | +312.3% | +165.6% | +146.7% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling