+216.1%
C vs EPAM
-31.2%
+247.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.4% | -0.3% |
| 7D | -0.4% | +18.8% | -19.2% | -2.9% |
| 30D | -5.2% | +44.9% | -50.1% | -10.5% |
| 3M | -9.1% | +68.6% | -77.7% | -16.5% |
| 6M | -1.6% | +65.4% | -67.0% | -10.0% |
| YTD | +6.9% | -19.9% | +26.8% | +11.6% |
| 1Y | +23.0% | -10.0% | +33.0% | +25.2% |
| 3Y | +216.1% | -30.3% | +246.4% | +199.6% |
| All | +216.1% | -31.2% | +247.4% | +199.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling