+314.7%
A vs EPAM
+157.4%
+157.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -0.5% | +2.4% | -2.9% | -1.1% |
| 30D | 0.0% | +42.3% | -42.4% | -9.3% |
| 3M | +16.7% | +60.7% | -44.0% | +2.3% |
| 6M | +54.8% | +80.5% | -25.7% | +29.5% |
| YTD | +28.8% | -20.4% | +49.2% | +31.9% |
| 1Y | +19.3% | -9.6% | +28.9% | +18.0% |
| 3Y | +65.5% | -30.5% | +96.0% | +68.3% |
| 5Y | +12.1% | -75.7% | +87.8% | +44.3% |
| All | +314.7% | +157.4% | +157.3% | +115.5% |
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 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