+74.2%
AR vs EPAM
-77.4%
+151.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.4% |
| 7D | -14.3% | +13.4% | -27.6% | -15.7% |
| 30D | +1.4% | +47.1% | -45.6% | -3.3% |
| 3M | +3.4% | +71.2% | -67.8% | -3.3% |
| 6M | -2.1% | +48.9% | -51.0% | -7.4% |
| YTD | +4.7% | -22.2% | +26.9% | +6.1% |
| 1Y | +10.6% | -5.2% | +15.7% | +9.2% |
| 3Y | +24.6% | -34.9% | +59.5% | +26.2% |
| All | +74.2% | -77.4% | +151.7% | +129.1% |
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