+133.7%
AS vs EPAM
-40.5%
+174.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +20.6% | -22.9% | -6.6% |
| 7D | +7.1% | +23.0% | -15.9% | +1.9% |
| 30D | +12.8% | +51.6% | -38.8% | +2.1% |
| 3M | -14.7% | +50.8% | -65.5% | -23.3% |
| 6M | -9.9% | +51.1% | -61.1% | -19.6% |
| YTD | -16.1% | -19.1% | +3.0% | -10.9% |
| 1Y | +0.2% | +3.0% | -2.8% | -1.8% |
| All | +133.7% | -40.5% | +174.2% | +151.0% |
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