-54.0%
AUR vs EPAM
-64.5%
+10.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +12.7% | +18.5% | -5.8% | +5.1% |
| 30D | -18.7% | +44.0% | -62.8% | -29.4% |
| 3M | -33.8% | +63.0% | -96.8% | -45.3% |
| 6M | -36.6% | +67.3% | -103.9% | -49.6% |
| YTD | +19.8% | -20.5% | +40.3% | +25.2% |
| 1Y | +8.0% | -9.6% | +17.6% | +7.2% |
| 3Y | +153.4% | -30.8% | +184.3% | +168.2% |
| 5Y | -54.0% | -75.6% | +21.6% | -30.1% |
| All | -54.0% | -64.5% | +10.5% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling