+147.2%
AR vs EPAM
-81.9%
+229.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | +2.5% | +2.0% | +0.5% | +2.3% |
| 30D | +14.8% | +6.5% | +8.3% | +13.7% |
| 3M | +6.2% | +19.9% | -13.7% | +3.5% |
| 6M | +4.3% | -16.9% | +21.2% | +5.7% |
| YTD | +14.4% | -42.9% | +57.2% | +20.3% |
| 1Y | +21.3% | -30.4% | +51.7% | +24.3% |
| 3Y | +39.8% | -54.7% | +94.5% | +47.6% |
| All | +147.2% | -81.9% | +229.1% | +208.8% |
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