+67.6%
AEP vs EPAM
-81.9%
+149.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +1.8% | +2.0% | -0.2% | +1.8% |
| 30D | -0.8% | +6.5% | -7.3% | -0.9% |
| 3M | -1.8% | +19.9% | -21.8% | -2.0% |
| 6M | -5.4% | -16.9% | +11.6% | -5.3% |
| YTD | +10.4% | -42.9% | +53.3% | +11.0% |
| 1Y | +18.2% | -30.4% | +48.5% | +18.3% |
| 3Y | +79.0% | -54.7% | +133.7% | +79.9% |
| All | +67.6% | -81.9% | +149.5% | +64.4% |
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 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