+84.8%
DE vs EPAM
-33.7%
+118.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +1.5% |
| 7D | -0.6% | +13.4% | -13.9% | -1.4% |
| 30D | +2.3% | +47.1% | -44.8% | -0.3% |
| 3M | +9.5% | +71.2% | -61.7% | +5.6% |
| 6M | +14.1% | +48.9% | -34.8% | +10.9% |
| YTD | +45.4% | -22.2% | +67.6% | +51.3% |
| 1Y | +42.9% | -5.2% | +48.1% | +43.6% |
| 3Y | +84.8% | -34.9% | +119.8% | +79.7% |
| All | +84.8% | -33.7% | +118.5% | +79.7% |
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 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