+19.3%
A vs EPAM
-8.3%
+27.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -0.5% | +2.4% | -2.9% | -0.6% |
| 30D | 0.0% | +42.3% | -42.4% | -2.7% |
| 3M | +16.7% | +60.7% | -44.0% | +11.7% |
| 6M | +54.8% | +80.5% | -25.7% | +44.8% |
| YTD | +28.8% | -20.4% | +49.2% | +37.0% |
| 1Y | +19.3% | -9.6% | +28.9% | +19.9% |
| All | +19.3% | -8.3% | +27.6% | +19.9% |
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