+971.0%
EAT vs EPAM
+751.2%
+219.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | 0.0% | +2.0% | -1.9% | -0.5% |
| 30D | +1.9% | +6.5% | -4.6% | -0.4% |
| 3M | +68.7% | +19.9% | +48.7% | +58.8% |
| 6M | +66.9% | -16.9% | +83.8% | +71.9% |
| YTD | +60.4% | -42.9% | +103.3% | +79.9% |
| 1Y | +44.0% | -30.4% | +74.4% | +52.7% |
| 3Y | +604.7% | -54.7% | +659.4% | +702.8% |
| 5Y | +347.0% | -81.8% | +428.8% | +485.0% |
| 10Y | +390.8% | +65.5% | +325.3% | +304.4% |
| All | +971.0% | +751.2% | +219.8% | +634.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling