+38.3%
DD vs EPAM
-32.1%
+70.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.5% |
| 7D | -3.5% | +2.0% | -5.5% | -3.6% |
| 30D | -10.3% | +6.5% | -16.8% | -10.6% |
| 3M | -7.5% | +19.9% | -27.5% | -8.5% |
| 6M | -8.0% | -16.9% | +8.9% | -5.9% |
| YTD | +10.5% | -42.9% | +53.3% | +17.6% |
| 1Y | +38.3% | -30.4% | +68.6% | +40.8% |
| All | +38.3% | -32.1% | +70.4% | +40.8% |
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