+55.5%
AR vs EPAM
+165.6%
-110.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +2.1% | +18.5% | -16.5% | -1.1% |
| 30D | +4.5% | +44.0% | -39.5% | -2.2% |
| 3M | +1.0% | +63.0% | -62.0% | -7.5% |
| 6M | +4.4% | +67.3% | -62.8% | -5.7% |
| YTD | +10.9% | -20.5% | +31.4% | +12.6% |
| 1Y | +8.6% | -9.6% | +18.2% | +7.6% |
| 3Y | +48.5% | -30.8% | +79.3% | +49.9% |
| 5Y | +95.7% | -75.6% | +171.4% | +135.9% |
| 10Y | +55.5% | +159.6% | -104.1% | -8.4% |
| All | +55.5% | +165.6% | -110.2% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling