+299.6%
ASX vs EPAM
-31.1%
+330.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +20.6% | -41.4% | -20.1% |
| 7D | -33.3% | +23.0% | -56.3% | -32.8% |
| 30D | -36.5% | +51.6% | -88.1% | -36.7% |
| 3M | -19.2% | +50.8% | -70.0% | -19.8% |
| 6M | -10.2% | +51.1% | -61.4% | -10.2% |
| YTD | +86.5% | -19.1% | +105.6% | +112.0% |
| 1Y | +89.6% | +3.0% | +86.7% | +101.6% |
| All | +299.6% | -31.1% | +330.7% | +347.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling