+109.4%
C vs EPAM
-77.2%
+186.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +20.6% | -25.7% | -8.1% |
| 7D | -5.3% | +23.0% | -28.3% | -8.7% |
| 30D | -7.3% | +51.6% | -58.9% | -13.7% |
| 3M | -13.5% | +50.8% | -64.3% | -19.8% |
| 6M | -6.5% | +51.1% | -57.6% | -13.9% |
| YTD | +3.6% | -19.1% | +22.7% | +5.6% |
| 1Y | +18.9% | +3.0% | +15.9% | +16.0% |
| 3Y | +205.0% | -31.2% | +236.1% | +209.5% |
| 5Y | +109.4% | -76.5% | +185.9% | +122.2% |
| All | +109.4% | -77.2% | +186.5% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling