+371.6%
ALL vs EPAM
+157.4%
+214.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +5.0% | +2.4% | +2.6% | +4.7% |
| 30D | +13.3% | +42.3% | -29.0% | +7.9% |
| 3M | +3.2% | +60.7% | -57.5% | -3.4% |
| 6M | +25.3% | +80.5% | -55.2% | +14.7% |
| YTD | +30.5% | -20.4% | +50.8% | +32.0% |
| 1Y | +29.2% | -9.6% | +38.8% | +28.4% |
| 3Y | +119.1% | -30.5% | +149.6% | +119.5% |
| 5Y | +162.6% | -75.7% | +238.3% | +202.9% |
| All | +371.6% | +157.4% | +214.3% | +202.9% |
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 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