+66.2%
A vs EPAM
-33.7%
+99.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.3% |
| 7D | -0.1% | +13.4% | -13.4% | -2.5% |
| 30D | +3.4% | +47.1% | -43.7% | -4.0% |
| 3M | +23.8% | +71.2% | -47.3% | +11.2% |
| 6M | +49.0% | +48.9% | +0.1% | +36.3% |
| YTD | +29.4% | -22.2% | +51.6% | +36.3% |
| 1Y | +19.4% | -5.2% | +24.6% | +19.5% |
| 3Y | +66.2% | -34.9% | +101.1% | +70.4% |
| All | +66.2% | -33.7% | +99.9% | +70.4% |
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