+762.6%
DE vs EPAM
+158.4%
+604.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +2.3% | -1.1% | +3.5% | +2.5% |
| 30D | +4.4% | +41.8% | -37.4% | -1.6% |
| 3M | +9.8% | +63.4% | -53.6% | +0.9% |
| 6M | +15.8% | +72.2% | -56.4% | +4.3% |
| YTD | +47.0% | -20.0% | +67.0% | +49.4% |
| 1Y | +42.8% | -9.0% | +51.8% | +41.6% |
| 3Y | +88.9% | -30.4% | +119.3% | +90.4% |
| 5Y | +101.9% | -75.6% | +177.5% | +143.3% |
| All | +762.6% | +158.4% | +604.1% | +331.7% |
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