+41.6%
D vs EPAM
+170.1%
-128.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.1% |
| 7D | +3.0% | +13.4% | -10.4% | +1.6% |
| 30D | +11.5% | +47.1% | -35.6% | +7.4% |
| 3M | +3.7% | +71.2% | -67.4% | -1.6% |
| 6M | +13.5% | +48.9% | -35.4% | +8.6% |
| YTD | +20.7% | -22.2% | +43.0% | +22.0% |
| 1Y | +18.2% | -5.2% | +23.4% | +17.0% |
| 3Y | +73.3% | -34.9% | +108.3% | +74.7% |
| 5Y | +12.3% | -77.4% | +89.7% | +27.7% |
| All | +41.6% | +170.1% | -128.5% | +4.8% |
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