+0.2%
AS vs EPAM
+4.5%
-4.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +20.6% | -22.9% | -3.9% |
| 7D | +7.1% | +23.0% | -15.9% | +5.2% |
| 30D | +12.8% | +51.6% | -38.8% | +8.3% |
| 3M | -14.7% | +50.8% | -65.5% | -18.4% |
| 6M | -9.9% | +51.1% | -61.1% | -13.4% |
| YTD | -16.1% | -19.1% | +3.0% | -9.1% |
| 1Y | +0.2% | +3.0% | -2.8% | +17.5% |
| All | +0.2% | +4.5% | -4.4% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling