+7.8%
D vs EPAM
-81.9%
+89.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-04 to 2026-09-04.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | -0.3% |
| 7D | +1.5% | +2.0% | -0.5% | +1.4% |
| 30D | -2.6% | +6.5% | -9.1% | -2.9% |
| 3M | 0.0% | +19.9% | -19.9% | -0.8% |
| 6M | +7.4% | -16.9% | +24.3% | +7.7% |
| YTD | +15.9% | -42.9% | +58.7% | +17.6% |
| 1Y | +18.1% | -30.4% | +48.5% | +18.8% |
| 3Y | +58.4% | -54.7% | +113.1% | +60.4% |
| All | +7.8% | -81.9% | +89.6% | +8.1% |
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 2021-09-04 to 2026-09-04: 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…
2021-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling