+377.9%
EAT vs EPAM
+170.1%
+207.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -1.8% |
| 7D | -2.6% | +13.4% | -16.0% | -6.7% |
| 30D | +11.5% | +47.1% | -35.6% | -1.0% |
| 3M | -9.1% | +71.2% | -80.3% | -23.3% |
| 6M | +40.4% | +48.9% | -8.5% | +21.3% |
| YTD | +43.9% | -22.2% | +66.2% | +48.7% |
| 1Y | +101.9% | -5.2% | +107.1% | +96.0% |
| 3Y | +489.9% | -34.9% | +524.8% | +510.2% |
| 5Y | +362.6% | -77.4% | +440.0% | +514.4% |
| All | +377.9% | +170.1% | +207.8% | +255.8% |
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