+14.0%
D vs EPAM
-77.2%
+91.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +20.6% | -20.8% | -0.9% |
| 7D | +6.9% | +23.0% | -16.1% | +6.1% |
| 30D | +12.3% | +51.6% | -39.3% | +10.6% |
| 3M | +3.0% | +50.8% | -47.8% | +1.4% |
| 6M | +12.8% | +51.1% | -38.3% | +10.8% |
| YTD | +22.6% | -19.1% | +41.7% | +22.7% |
| 1Y | +21.7% | +3.0% | +18.7% | +20.5% |
| 3Y | +83.9% | -31.2% | +115.1% | +83.4% |
| 5Y | +14.0% | -76.5% | +90.5% | +14.7% |
| All | +14.0% | -77.2% | +91.1% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling