+310.8%
EAT vs EPAM
+157.4%
+153.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -4.0% | +2.4% | -6.4% | -4.7% |
| 30D | -2.9% | +42.3% | -45.2% | -13.0% |
| 3M | -16.9% | +60.7% | -77.5% | -28.5% |
| 6M | +57.0% | +80.5% | -23.5% | +27.8% |
| YTD | +38.2% | -20.4% | +58.6% | +41.7% |
| 1Y | +69.3% | -9.6% | +78.9% | +66.7% |
| 3Y | +483.0% | -30.5% | +513.5% | +490.4% |
| 5Y | +364.1% | -75.7% | +439.8% | +499.8% |
| All | +310.8% | +157.4% | +153.5% | +204.8% |
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