+71.0%
A vs EPAM
-36.8%
+107.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.3% |
| 7D | +4.8% | +9.1% | -4.3% | +2.9% |
| 30D | +5.6% | +38.5% | -32.8% | -0.8% |
| 3M | +23.6% | +61.0% | -37.3% | +12.3% |
| 6M | +56.4% | +58.0% | -1.7% | +40.9% |
| YTD | +33.4% | -23.5% | +56.9% | +40.9% |
| 1Y | +23.7% | -10.5% | +34.2% | +25.5% |
| 3Y | +71.0% | -33.8% | +104.8% | +76.8% |
| All | +71.0% | -36.8% | +107.8% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling