+1,281.2%
ASX vs EPAM
+1,105.1%
+176.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +20.6% | -41.4% | -24.9% |
| 7D | -33.3% | +23.0% | -56.3% | -37.1% |
| 30D | -36.5% | +51.6% | -88.1% | -43.0% |
| 3M | -19.2% | +50.8% | -70.0% | -28.2% |
| 6M | -10.2% | +51.1% | -61.4% | -21.9% |
| YTD | +86.5% | -19.1% | +105.6% | +87.4% |
| 1Y | +89.6% | +3.0% | +86.7% | +78.4% |
| 3Y | +298.6% | -31.2% | +329.8% | +302.1% |
| 5Y | +414.3% | -76.5% | +490.8% | +527.7% |
| 10Y | +711.1% | +168.4% | +542.7% | +427.5% |
| All | +1,281.2% | +1,105.1% | +176.1% | +600.2% |
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 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