+125.7%
ASX vs EPAM
-11.8%
+137.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.6% | +10.2% | +8.0% |
| 7D | -12.3% | +9.1% | -21.3% | -6.6% |
| 30D | -26.0% | +38.5% | -64.5% | -15.6% |
| 3M | -8.1% | +61.0% | -69.1% | +9.0% |
| 6M | +1.4% | +58.0% | -56.6% | +25.2% |
| YTD | +115.6% | -23.5% | +139.0% | +174.4% |
| All | +125.7% | -11.8% | +137.4% | +164.6% |
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