+20.1%
B vs EPAM
+751.2%
-731.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.1% |
| 7D | -1.6% | +2.0% | -3.5% | -1.7% |
| 30D | +9.4% | +6.5% | +2.9% | +9.0% |
| 3M | +5.0% | +19.9% | -14.9% | +3.7% |
| 6M | -3.5% | -16.9% | +13.4% | -2.9% |
| YTD | +4.5% | -42.9% | +47.3% | +7.1% |
| 1Y | +67.8% | -30.4% | +98.1% | +70.1% |
| 3Y | +196.7% | -54.7% | +251.4% | +205.2% |
| 5Y | +151.9% | -81.8% | +233.7% | +167.9% |
| 10Y | +202.2% | +65.5% | +136.7% | +198.5% |
| All | +20.1% | +751.2% | -731.1% | +3.7% |
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 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