+99.2%
DE vs EPAM
-81.9%
+181.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | 0.0% |
| 7D | +10.0% | +2.0% | +8.1% | +9.9% |
| 30D | +13.3% | +6.5% | +6.8% | +12.7% |
| 3M | +17.5% | +19.9% | -2.4% | +15.7% |
| 6M | +13.6% | -16.9% | +30.5% | +14.8% |
| YTD | +49.8% | -42.9% | +92.7% | +55.8% |
| 1Y | +47.9% | -30.4% | +78.2% | +50.6% |
| 3Y | +72.5% | -54.7% | +127.3% | +79.2% |
| All | +99.2% | -81.9% | +181.1% | +106.9% |
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