+99.4%
DD vs EPAM
+158.4%
-59.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +6.7% | -1.1% | +7.9% | +6.9% |
| 30D | +19.4% | +41.8% | -22.4% | +9.8% |
| 3M | +7.6% | +63.4% | -55.7% | -4.5% |
| 6M | +2.9% | +72.2% | -69.3% | -11.1% |
| YTD | +29.9% | -20.0% | +49.9% | +32.4% |
| 1Y | +28.6% | -9.0% | +37.7% | +27.1% |
| 3Y | +90.0% | -30.4% | +120.4% | +92.9% |
| 5Y | +68.1% | -75.6% | +143.7% | +107.6% |
| All | +99.4% | +158.4% | -59.0% | +5.7% |
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