+15.2%
D vs EPAM
-77.4%
+92.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.4% |
| 7D | +3.0% | +13.4% | -10.4% | +2.4% |
| 30D | +11.5% | +47.1% | -35.6% | +9.9% |
| 3M | +3.7% | +71.2% | -67.4% | +1.6% |
| 6M | +13.5% | +48.9% | -35.4% | +11.6% |
| YTD | +20.7% | -22.2% | +43.0% | +21.0% |
| 1Y | +18.2% | -5.2% | +23.4% | +17.5% |
| 3Y | +73.3% | -34.9% | +108.3% | +73.2% |
| All | +15.2% | -77.4% | +92.6% | +18.2% |
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