+207.0%
C vs EPAM
+157.4%
+49.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.2% | +2.4% | +1.8% | +3.6% |
| 30D | +2.0% | +42.3% | -40.3% | -7.1% |
| 3M | -10.1% | +60.7% | -70.8% | -20.9% |
| 6M | +1.0% | +80.5% | -79.5% | -14.9% |
| YTD | +8.5% | -20.4% | +28.8% | +10.9% |
| 1Y | +25.7% | -9.6% | +35.3% | +24.4% |
| 3Y | +216.0% | -30.5% | +246.5% | +219.9% |
| 5Y | +112.3% | -75.7% | +188.0% | +168.5% |
| All | +207.0% | +157.4% | +49.7% | +48.3% |
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