+142.1%
D vs EPAM
+751.2%
-609.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.2% |
| 7D | +0.4% | +2.0% | -1.5% | +0.3% |
| 30D | -3.6% | +6.5% | -10.1% | -4.2% |
| 3M | -1.0% | +19.9% | -20.9% | -2.8% |
| 6M | +6.3% | -16.9% | +23.2% | +7.3% |
| YTD | +14.7% | -42.9% | +57.6% | +19.0% |
| 1Y | +16.9% | -30.4% | +47.3% | +19.0% |
| 3Y | +56.8% | -54.7% | +111.5% | +63.1% |
| 5Y | +5.2% | -81.8% | +87.0% | +15.8% |
| 10Y | +35.9% | +65.5% | -29.6% | +17.2% |
| All | +142.1% | +751.2% | -609.1% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling