+474.8%
EAT vs EPAM
-31.2%
+506.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -4.7% |
| 7D | -5.9% | +18.8% | -24.7% | -8.5% |
| 30D | +0.7% | +44.9% | -44.3% | -5.3% |
| 3M | -14.2% | +68.6% | -82.8% | -21.7% |
| 6M | +40.7% | +65.4% | -24.7% | +27.6% |
| YTD | +36.0% | -19.9% | +55.9% | +40.9% |
| 1Y | +83.1% | -10.0% | +93.1% | +84.8% |
| 3Y | +474.8% | -30.3% | +505.1% | +412.4% |
| All | +474.8% | -31.2% | +506.0% | +412.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling