+8.3%
B vs EPAM
+1,105.1%
-1,096.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +20.6% | -20.1% | -0.6% |
| 7D | +4.3% | +23.0% | -18.7% | +3.0% |
| 30D | -0.9% | +51.6% | -52.5% | -3.3% |
| 3M | -1.4% | +50.8% | -52.2% | -3.8% |
| 6M | +5.0% | +51.1% | -46.1% | +2.2% |
| YTD | -5.8% | -19.1% | +13.3% | -5.4% |
| 1Y | +25.6% | +3.0% | +22.6% | +24.5% |
| 3Y | +161.6% | -31.2% | +192.8% | +162.7% |
| 5Y | +135.2% | -76.5% | +211.7% | +146.4% |
| 10Y | +170.7% | +168.4% | +2.3% | +161.4% |
| All | +8.3% | +1,105.1% | -1,096.8% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling