+208.6%
B vs EPAM
+168.6%
+40.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.7% | -10.8% | -6.4% |
| 7D | +7.1% | +18.8% | -11.7% | +5.7% |
| 30D | -3.3% | +44.9% | -48.3% | -5.9% |
| 3M | -2.5% | +68.6% | -71.1% | -6.2% |
| 6M | -7.2% | +65.4% | -72.6% | -10.9% |
| YTD | -7.4% | -19.9% | +12.5% | -6.8% |
| 1Y | +16.4% | -10.0% | +26.4% | +16.2% |
| 3Y | +178.7% | -30.3% | +209.0% | +180.0% |
| 5Y | +121.7% | -75.7% | +197.4% | +139.0% |
| 10Y | +208.6% | +167.2% | +41.4% | +208.1% |
| All | +208.6% | +168.6% | +40.0% | +208.1% |
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