+223.5%
C vs EPAM
+170.1%
+53.4%
-56.5%
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% | +1.4% |
| 7D | -2.4% | +13.4% | -15.8% | -5.9% |
| 30D | -6.0% | +47.1% | -53.1% | -15.1% |
| 3M | -10.5% | +71.2% | -81.7% | -22.5% |
| 6M | -5.7% | +48.9% | -54.6% | -16.6% |
| YTD | +4.1% | -22.2% | +26.4% | +7.1% |
| 1Y | +20.5% | -5.2% | +25.7% | +17.6% |
| 3Y | +208.1% | -34.9% | +243.1% | +217.3% |
| 5Y | +110.4% | -77.4% | +187.8% | +172.9% |
| All | +223.5% | +170.1% | +53.4% | +62.1% |
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