+150.3%
CI vs EPAM
+168.6%
-18.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.1% | +2.0% |
| 7D | +2.6% | +18.8% | -16.2% | +0.3% |
| 30D | +7.3% | +44.9% | -37.6% | +2.4% |
| 3M | +9.5% | +68.6% | -59.1% | +2.5% |
| 6M | +6.4% | +65.4% | -59.0% | -0.9% |
| YTD | +12.0% | -19.9% | +31.9% | +13.3% |
| 1Y | +20.1% | -10.0% | +30.1% | +19.6% |
| 3Y | +9.6% | -30.3% | +39.8% | +9.9% |
| 5Y | +52.7% | -75.7% | +128.4% | +78.3% |
| 10Y | +150.3% | +167.2% | -16.9% | +43.9% |
| All | +150.3% | +168.6% | -18.4% | +43.9% |
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 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