+73.3%
AR vs EPAM
-77.2%
+150.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.4% | -5.1% |
| 7D | -11.7% | +23.0% | -34.7% | -14.0% |
| 30D | +1.8% | +51.6% | -49.7% | -3.2% |
| 3M | +6.0% | +50.8% | -44.8% | +0.5% |
| 6M | -7.0% | +51.1% | -58.2% | -12.2% |
| YTD | +5.6% | -19.1% | +24.7% | +6.5% |
| 1Y | +10.8% | +3.0% | +7.8% | +8.4% |
| 3Y | +19.3% | -31.2% | +50.5% | +20.1% |
| 5Y | +73.3% | -76.5% | +149.8% | +119.9% |
| All | +73.3% | -77.2% | +150.5% | +119.9% |
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