+349.8%
EAT vs EPAM
+163.7%
+186.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -3.9% | +9.1% | -13.0% | -7.0% |
| 30D | +5.0% | +38.5% | -33.5% | -5.2% |
| 3M | -9.6% | +61.0% | -70.6% | -22.3% |
| 6M | +46.8% | +58.0% | -11.3% | +24.4% |
| YTD | +41.8% | -23.5% | +65.3% | +47.2% |
| 1Y | +98.3% | -10.5% | +108.8% | +95.9% |
| 3Y | +503.1% | -33.8% | +536.9% | +520.0% |
| 5Y | +356.7% | -78.1% | +434.8% | +513.6% |
| 10Y | +349.8% | +157.7% | +192.1% | +235.6% |
| All | +349.8% | +163.7% | +186.1% | +235.6% |
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