+117.2%
ALL vs EPAM
-31.1%
+148.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +20.6% | -21.5% | -2.2% |
| 7D | +4.2% | +23.0% | -18.8% | +2.6% |
| 30D | +18.9% | +51.6% | -32.7% | +15.4% |
| 3M | +1.2% | +50.8% | -49.6% | -1.8% |
| 6M | +23.2% | +51.1% | -27.9% | +18.8% |
| YTD | +30.0% | -19.1% | +49.1% | +30.0% |
| 1Y | +39.6% | +3.0% | +36.6% | +36.8% |
| All | +117.2% | -31.1% | +148.3% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling