+156.2%
ALL vs EPAM
-77.2%
+233.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +20.6% | -21.5% | -2.1% |
| 7D | +4.2% | +23.0% | -18.8% | +2.7% |
| 30D | +18.9% | +51.6% | -32.7% | +15.7% |
| 3M | +1.2% | +50.8% | -49.6% | -1.7% |
| 6M | +23.2% | +51.1% | -27.9% | +19.3% |
| YTD | +30.0% | -19.1% | +49.1% | +30.3% |
| 1Y | +39.6% | +3.0% | +36.6% | +37.7% |
| 3Y | +115.2% | -31.2% | +146.4% | +114.5% |
| 5Y | +156.2% | -76.5% | +232.7% | +156.6% |
| All | +156.2% | -77.2% | +233.4% | +156.6% |
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