+127.4%
ED vs EPAM
+170.1%
-42.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -2.2% |
| 7D | +1.6% | +13.4% | -11.7% | +1.0% |
| 30D | +13.3% | +47.1% | -33.8% | +11.4% |
| 3M | +9.7% | +71.2% | -61.5% | +7.1% |
| 6M | +12.8% | +48.9% | -36.1% | +10.5% |
| YTD | +22.3% | -22.2% | +44.6% | +23.0% |
| 1Y | +26.3% | -5.2% | +31.5% | +25.6% |
| 3Y | +45.0% | -34.9% | +80.0% | +45.8% |
| 5Y | +80.2% | -77.4% | +157.6% | +95.7% |
| All | +127.4% | +170.1% | -42.7% | +81.7% |
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 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