+505.6%
A vs EPAM
+1,105.1%
-599.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +20.6% | -23.7% | -7.8% |
| 7D | -5.2% | +23.0% | -28.2% | -10.4% |
| 30D | +1.4% | +51.6% | -50.1% | -8.9% |
| 3M | +21.9% | +50.8% | -28.9% | +8.7% |
| 6M | +46.7% | +51.1% | -4.5% | +29.2% |
| YTD | +27.2% | -19.1% | +46.3% | +29.5% |
| 1Y | +17.9% | +3.0% | +14.9% | +12.7% |
| 3Y | +61.1% | -31.2% | +92.3% | +64.1% |
| 5Y | +13.8% | -76.5% | +90.3% | +40.3% |
| 10Y | +318.8% | +168.4% | +150.4% | +162.2% |
| All | +505.6% | +1,105.1% | -599.5% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling