+1,050.0%
ALL vs EPAM
+751.2%
+298.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -1.1% |
| 7D | 0.0% | +2.0% | -1.9% | -0.2% |
| 30D | -1.5% | +6.5% | -8.0% | -2.6% |
| 3M | +23.6% | +19.9% | +3.7% | +20.1% |
| 6M | +22.3% | -16.9% | +39.3% | +24.1% |
| YTD | +26.5% | -42.9% | +69.4% | +33.7% |
| 1Y | +27.0% | -30.4% | +57.4% | +30.5% |
| 3Y | +149.6% | -54.7% | +204.3% | +164.7% |
| 5Y | +118.1% | -81.8% | +199.9% | +149.1% |
| 10Y | +369.0% | +65.5% | +303.5% | +265.9% |
| All | +1,050.0% | +751.2% | +298.8% | +671.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling