+54.5%
AR vs EPAM
+168.6%
-114.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.8% |
| 7D | -5.8% | +18.8% | -24.6% | -8.8% |
| 30D | +4.8% | +44.9% | -40.1% | -2.0% |
| 3M | +1.5% | +68.6% | -67.1% | -7.6% |
| 6M | +4.7% | +65.4% | -60.7% | -5.3% |
| YTD | +9.2% | -19.9% | +29.1% | +10.7% |
| 1Y | +11.2% | -10.0% | +21.2% | +10.3% |
| 3Y | +46.2% | -30.3% | +76.5% | +47.5% |
| 5Y | +98.1% | -75.7% | +173.7% | +139.1% |
| 10Y | +54.5% | +167.2% | -112.7% | -9.5% |
| All | +54.5% | +168.6% | -114.1% | -9.5% |
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