+186.7%
B vs EPAM
+170.1%
+16.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.8% |
| 7D | +9.6% | +13.4% | -3.8% | +8.5% |
| 30D | +3.5% | +47.1% | -43.6% | +0.7% |
| 3M | -1.6% | +71.2% | -72.8% | -5.3% |
| 6M | -1.7% | +48.9% | -50.6% | -4.9% |
| YTD | -5.3% | -22.2% | +16.9% | -4.5% |
| 1Y | +27.2% | -5.2% | +32.4% | +26.6% |
| 3Y | +166.1% | -34.9% | +201.1% | +168.7% |
| 5Y | +136.5% | -77.4% | +213.9% | +156.4% |
| All | +186.7% | +170.1% | +16.5% | +196.6% |
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