-53.6%
AUR vs EPAM
-76.7%
+23.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.8% | -3.7% |
| 7D | +6.6% | +18.8% | -12.2% | -0.8% |
| 30D | -22.0% | +44.9% | -66.9% | -32.6% |
| 3M | -34.8% | +68.6% | -103.4% | -47.0% |
| 6M | -35.7% | +65.4% | -101.1% | -48.9% |
| YTD | +18.5% | -19.9% | +38.4% | +23.7% |
| 1Y | +4.4% | -10.0% | +14.4% | +3.9% |
| 3Y | +150.7% | -30.3% | +180.9% | +164.9% |
| 5Y | -53.6% | -75.7% | +22.1% | -19.4% |
| All | -53.6% | -76.7% | +23.1% | -19.4% |
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