+69.7%
DD vs EPAM
+66.7%
+3.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.9% |
| 7D | -3.5% | +2.0% | -5.5% | -4.0% |
| 30D | -10.3% | +6.5% | -16.8% | -12.0% |
| 3M | -7.5% | +19.9% | -27.5% | -12.2% |
| 6M | -8.0% | -16.9% | +8.9% | -5.7% |
| YTD | +10.5% | -42.9% | +53.3% | +22.4% |
| 1Y | +38.3% | -30.4% | +68.6% | +45.5% |
| 3Y | +42.5% | -54.7% | +97.2% | +60.4% |
| 5Y | +60.2% | -81.8% | +142.0% | +110.1% |
| All | +69.7% | +66.7% | +3.1% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling