+148.0%
ALL vs EPAM
-78.1%
+226.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -3.9% | +9.1% | -12.9% | -4.5% |
| 30D | +10.6% | +38.5% | -27.9% | +8.2% |
| 3M | -4.6% | +61.0% | -65.5% | -7.5% |
| 6M | +20.2% | +58.0% | -37.8% | +16.1% |
| YTD | +23.7% | -23.5% | +47.2% | +24.4% |
| 1Y | +27.9% | -10.5% | +38.4% | +27.3% |
| 3Y | +109.2% | -33.8% | +143.0% | +109.0% |
| 5Y | +148.0% | -78.1% | +226.1% | +147.0% |
| All | +148.0% | -78.1% | +226.1% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling