+48.4%
D vs EPAM
+165.6%
-117.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -2.4% | +18.5% | -21.0% | -4.1% |
| 30D | +9.0% | +44.0% | -35.1% | +5.2% |
| 3M | +1.0% | +63.0% | -62.0% | -3.8% |
| 6M | +11.0% | +67.3% | -56.3% | +5.0% |
| YTD | +19.8% | -20.5% | +40.3% | +20.8% |
| 1Y | +16.0% | -9.6% | +25.6% | +15.3% |
| 3Y | +74.4% | -30.8% | +105.2% | +74.6% |
| 5Y | +13.5% | -75.6% | +89.2% | +27.4% |
| 10Y | +48.4% | +159.6% | -111.2% | +8.8% |
| All | +48.4% | +165.6% | -117.3% | +8.8% |
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