+12.8%
D vs EPAM
+50.2%
-37.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +20.6% | -20.8% | -1.2% |
| 7D | +6.9% | +23.0% | -16.1% | +5.6% |
| 30D | +12.3% | +51.6% | -39.3% | +9.5% |
| 3M | +3.0% | +50.8% | -47.8% | +0.3% |
| 6M | +12.8% | +51.1% | -38.3% | +12.4% |
| All | +12.8% | +50.2% | -37.4% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling