+782.7%
DE vs EPAM
+168.6%
+614.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.2% |
| 7D | +3.3% | +18.8% | -15.5% | +0.2% |
| 30D | +10.7% | +44.9% | -34.2% | +4.0% |
| 3M | +13.1% | +68.6% | -55.4% | +3.4% |
| 6M | +20.2% | +65.4% | -45.2% | +9.0% |
| YTD | +48.9% | -19.9% | +68.8% | +51.3% |
| 1Y | +46.6% | -10.0% | +56.6% | +45.6% |
| 3Y | +91.4% | -30.3% | +121.6% | +92.9% |
| 5Y | +108.1% | -75.7% | +183.8% | +151.2% |
| 10Y | +782.7% | +167.2% | +615.5% | +343.2% |
| All | +782.7% | +168.6% | +614.0% | +343.2% |
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