-24.2%
AR vs EPAM
+230.3%
-254.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | +2.5% | +2.0% | +0.5% | +2.2% |
| 30D | +14.8% | +6.5% | +8.3% | +13.3% |
| 3M | +6.2% | +19.9% | -13.7% | +2.5% |
| 6M | +4.3% | -16.9% | +21.2% | +6.2% |
| YTD | +14.4% | -42.9% | +57.2% | +22.4% |
| 1Y | +21.3% | -30.4% | +51.7% | +25.5% |
| 3Y | +39.8% | -54.7% | +94.5% | +51.0% |
| 5Y | +142.1% | -81.8% | +223.9% | +190.1% |
| 10Y | +52.0% | +65.5% | -13.4% | +21.3% |
| All | -24.2% | +230.3% | -254.6% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling