+1,643.2%
ASX vs EPAM
+751.2%
+892.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | -0.7% | +2.0% | -2.7% | -1.2% |
| 30D | +2.0% | +6.5% | -4.5% | -0.1% |
| 3M | -1.3% | +19.9% | -21.3% | -7.4% |
| 6M | +71.4% | -16.9% | +88.4% | +74.8% |
| YTD | +135.3% | -42.9% | +178.2% | +160.7% |
| 1Y | +267.5% | -30.4% | +297.9% | +284.1% |
| 3Y | +388.5% | -54.7% | +443.2% | +453.1% |
| 5Y | +417.1% | -81.8% | +498.9% | +576.5% |
| 10Y | +872.7% | +65.5% | +807.3% | +615.5% |
| All | +1,643.2% | +751.2% | +892.0% | +874.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling