+15.9%
D vs EPAM
-8.3%
+24.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.4% | +2.4% | -3.8% | -1.4% |
| 30D | +7.7% | +42.3% | -34.6% | +7.8% |
| 3M | -0.3% | +60.7% | -60.9% | -0.2% |
| 6M | +10.1% | +80.5% | -70.4% | +10.7% |
| YTD | +19.1% | -20.4% | +39.4% | +11.6% |
| 1Y | +15.9% | -9.6% | +25.5% | +17.5% |
| All | +15.9% | -8.3% | +24.2% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling