+63.1%
DD vs EPAM
-81.7%
+144.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | -7.4% | +18.4% | -25.8% | -10.0% |
| 3M | -6.4% | +19.2% | -25.7% | -9.7% |
| 6M | -2.5% | -21.0% | +18.5% | +0.4% |
| YTD | +10.2% | -43.7% | +54.0% | +19.5% |
| 1Y | +36.9% | -29.9% | +66.8% | +42.3% |
| 3Y | +47.0% | -56.5% | +103.6% | +60.8% |
| 5Y | +63.1% | -81.7% | +144.8% | +88.1% |
| All | +63.1% | -81.7% | +144.8% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling