+89.6%
ASX vs EPAM
+4.5%
+85.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +20.6% | -41.4% | -12.8% |
| 7D | -33.3% | +23.0% | -56.3% | -26.0% |
| 30D | -36.5% | +51.6% | -88.1% | -25.4% |
| 3M | -19.2% | +50.8% | -70.0% | -4.6% |
| 6M | -10.2% | +51.1% | -61.4% | +13.2% |
| YTD | +86.5% | -19.1% | +105.6% | +138.9% |
| 1Y | +89.6% | +3.0% | +86.7% | +133.9% |
| All | +89.6% | +4.5% | +85.1% | +133.9% |
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 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