+449.8%
C vs EPAM
+751.2%
-301.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | +3.6% | +2.0% | +1.7% | +3.1% |
| 30D | +0.1% | +6.5% | -6.5% | -1.9% |
| 3M | +2.4% | +19.9% | -17.5% | -3.2% |
| 6M | +24.9% | -16.9% | +41.9% | +28.4% |
| YTD | +19.8% | -42.9% | +62.7% | +33.6% |
| 1Y | +44.9% | -30.4% | +75.2% | +53.1% |
| 3Y | +263.0% | -54.7% | +317.7% | +310.8% |
| 5Y | +129.5% | -81.8% | +211.3% | +197.3% |
| 10Y | +291.6% | +65.5% | +226.2% | +158.6% |
| All | +449.8% | +751.2% | -301.4% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling