+34.5%
D vs EPAM
+65.3%
-30.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | -0.2% |
| 7D | +1.5% | +2.0% | -0.5% | +1.3% |
| 30D | -2.6% | +6.5% | -9.1% | -3.3% |
| 3M | 0.0% | +19.9% | -19.9% | -2.1% |
| 6M | +7.4% | -16.9% | +24.3% | +8.5% |
| YTD | +15.9% | -42.9% | +58.7% | +20.8% |
| 1Y | +18.1% | -30.4% | +48.5% | +20.4% |
| 3Y | +58.4% | -54.7% | +113.1% | +65.7% |
| 5Y | +5.2% | -81.8% | +87.0% | +20.6% |
| All | +34.5% | +65.3% | -30.8% | +4.5% |
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