+15.7%
A vs EPAM
-76.7%
+92.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -5.9% | -2.1% |
| 7D | +1.4% | +18.8% | -17.4% | -2.2% |
| 30D | +4.3% | +44.9% | -40.6% | -3.2% |
| 3M | +19.8% | +68.6% | -48.8% | +7.7% |
| 6M | +54.4% | +65.4% | -11.0% | +37.6% |
| YTD | +31.7% | -19.9% | +51.6% | +34.6% |
| 1Y | +22.4% | -10.0% | +32.5% | +22.2% |
| 3Y | +67.7% | -30.3% | +98.0% | +70.4% |
| 5Y | +15.7% | -75.7% | +91.4% | +38.9% |
| All | +15.7% | -76.7% | +92.5% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling