+105.9%
C vs EPAM
-77.4%
+183.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.1% |
| 7D | -2.4% | +13.4% | -15.8% | -4.7% |
| 30D | -6.0% | +47.1% | -53.1% | -12.1% |
| 3M | -10.5% | +71.2% | -81.7% | -18.7% |
| 6M | -5.7% | +48.9% | -54.6% | -13.0% |
| YTD | +4.1% | -22.2% | +26.4% | +6.7% |
| 1Y | +20.5% | -5.2% | +25.7% | +19.1% |
| 3Y | +208.1% | -34.9% | +243.1% | +215.4% |
| All | +105.9% | -77.4% | +183.4% | +118.9% |
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