+2.8%
AUR vs EPAM
-9.2%
+12.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.1% | -5.5% |
| 7D | +7.9% | -1.1% | +9.1% | +8.0% |
| 30D | -18.5% | +41.8% | -60.4% | -21.5% |
| 3M | -36.7% | +63.4% | -100.0% | -39.8% |
| 6M | -39.8% | +72.2% | -111.9% | -43.0% |
| YTD | +13.3% | -20.0% | +33.3% | +33.5% |
| 1Y | +2.8% | -9.0% | +11.9% | -1.7% |
| All | +2.8% | -9.2% | +12.1% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling