+374.8%
ALL vs EPAM
+170.1%
+204.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.9% | -0.6% | -4.0% |
| 7D | -1.9% | +13.4% | -15.3% | -3.8% |
| 30D | +13.8% | +47.1% | -33.3% | +7.9% |
| 3M | -7.0% | +71.2% | -78.2% | -13.7% |
| 6M | +18.0% | +48.9% | -30.9% | +10.7% |
| YTD | +24.2% | -22.2% | +46.4% | +26.1% |
| 1Y | +31.2% | -5.2% | +36.3% | +29.4% |
| 3Y | +107.5% | -34.9% | +142.5% | +109.9% |
| 5Y | +144.8% | -77.4% | +222.2% | +187.3% |
| All | +374.8% | +170.1% | +204.7% | +207.2% |
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