+89.4%
DD vs EPAM
-30.1%
+119.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +5.0% | +2.4% | +2.5% | +4.6% |
| 30D | +19.7% | +42.3% | -22.6% | +12.5% |
| 3M | +7.2% | +60.7% | -53.5% | -1.7% |
| 6M | +1.0% | +80.5% | -79.5% | -10.5% |
| YTD | +29.1% | -20.4% | +49.5% | +36.1% |
| 1Y | +28.5% | -9.6% | +38.1% | +30.8% |
| 3Y | +89.4% | -30.5% | +119.9% | +89.5% |
| All | +89.4% | -30.1% | +119.5% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling