+370.0%
ALL vs EPAM
+158.4%
+211.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | +12.8% | +41.8% | -29.0% | +7.5% |
| 3M | +4.7% | +63.4% | -58.7% | -2.2% |
| 6M | +24.9% | +72.2% | -47.3% | +15.0% |
| YTD | +30.0% | -20.0% | +50.0% | +31.5% |
| 1Y | +29.9% | -9.0% | +39.0% | +29.0% |
| 3Y | +117.5% | -30.4% | +147.9% | +117.9% |
| 5Y | +161.7% | -75.6% | +237.3% | +201.7% |
| All | +370.0% | +158.4% | +211.5% | +201.6% |
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