+343.3%
AEM vs EPAM
+65.2%
+278.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +4.3% | -0.9% | +5.2% | +4.4% |
| 30D | +13.1% | +18.4% | -5.2% | +11.9% |
| 3M | +24.8% | +19.2% | +5.6% | +23.0% |
| 6M | -8.2% | -21.0% | +12.7% | -7.1% |
| YTD | +19.8% | -43.7% | +63.5% | +23.8% |
| 1Y | +32.1% | -29.9% | +61.9% | +34.1% |
| 3Y | +348.2% | -56.5% | +404.7% | +366.5% |
| 5Y | +297.5% | -81.7% | +379.1% | +334.9% |
| 10Y | +343.3% | +64.5% | +278.8% | +389.3% |
| All | +343.3% | +65.2% | +278.1% | +389.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling