+31.2%
ALL vs EPAM
-4.9%
+36.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.9% | -0.6% | -4.3% |
| 7D | -1.9% | +13.4% | -15.3% | -2.6% |
| 30D | +13.8% | +47.1% | -33.3% | +11.4% |
| 3M | -7.0% | +71.2% | -78.2% | -9.4% |
| 6M | +18.0% | +48.9% | -30.9% | +13.9% |
| YTD | +24.2% | -22.2% | +46.4% | +19.3% |
| 1Y | +31.2% | -5.2% | +36.3% | +25.2% |
| All | +31.2% | -4.9% | +36.1% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling