+220.1%
C vs EPAM
+163.7%
+56.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.0% | +2.8% |
| 7D | -0.9% | +9.1% | -10.0% | -3.6% |
| 30D | -5.4% | +38.5% | -43.9% | -13.3% |
| 3M | -9.2% | +61.0% | -70.1% | -20.1% |
| 6M | -1.8% | +58.0% | -59.9% | -14.5% |
| YTD | +6.7% | -23.5% | +30.1% | +10.1% |
| 1Y | +23.5% | -10.5% | +34.1% | +22.4% |
| 3Y | +219.8% | -33.8% | +253.6% | +227.6% |
| 5Y | +112.4% | -78.1% | +190.5% | +178.5% |
| 10Y | +220.1% | +157.7% | +62.4% | +60.4% |
| All | +220.1% | +163.7% | +56.4% | +60.4% |
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