-12.0%
A vs EPAM
-81.9%
+69.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | -1.9% | +2.0% | -3.9% | -2.3% |
| 30D | +6.9% | +6.5% | +0.4% | +5.2% |
| 3M | +9.2% | +19.9% | -10.7% | +4.4% |
| 6M | +25.7% | -16.9% | +42.6% | +29.0% |
| YTD | +11.5% | -42.9% | +54.4% | +22.5% |
| 1Y | +18.4% | -30.4% | +48.7% | +24.4% |
| 3Y | +26.6% | -54.7% | +81.3% | +40.5% |
| All | -12.0% | -81.9% | +69.8% | +10.7% |
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