+325.9%
EAT vs EPAM
+165.6%
+160.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | -8.9% | +18.5% | -27.5% | -13.9% |
| 30D | +3.4% | +44.0% | -40.6% | -7.7% |
| 3M | -9.3% | +63.0% | -72.3% | -22.3% |
| 6M | +43.8% | +67.3% | -23.5% | +19.9% |
| YTD | +39.9% | -20.5% | +60.4% | +43.5% |
| 1Y | +89.7% | -9.6% | +99.3% | +86.8% |
| 3Y | +491.3% | -30.8% | +522.1% | +499.7% |
| 5Y | +365.4% | -75.6% | +441.0% | +500.4% |
| 10Y | +325.9% | +159.6% | +166.3% | +220.4% |
| All | +325.9% | +165.6% | +160.3% | +220.4% |
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