+415.3%
ASX vs EPAM
-77.4%
+492.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.9% | +10.3% | +6.9% |
| 7D | -19.9% | +13.4% | -33.3% | -21.8% |
| 30D | -30.9% | +47.1% | -78.0% | -35.4% |
| 3M | -15.1% | +71.2% | -86.3% | -23.0% |
| 6M | -6.5% | +48.9% | -55.4% | -14.5% |
| YTD | +98.4% | -22.2% | +120.7% | +106.7% |
| 1Y | +107.9% | -5.2% | +113.0% | +106.5% |
| 3Y | +325.3% | -34.9% | +360.2% | +345.6% |
| All | +415.3% | -77.4% | +492.8% | +519.2% |
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