+146.4%
ED vs EPAM
+157.4%
-11.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +2.1% | +2.4% | -0.4% | +2.0% |
| 30D | +10.4% | +42.3% | -31.9% | +8.7% |
| 3M | +12.5% | +60.7% | -48.1% | +10.2% |
| 6M | +14.9% | +80.5% | -65.6% | +11.7% |
| YTD | +24.8% | -20.4% | +45.2% | +25.4% |
| 1Y | +23.8% | -9.6% | +33.4% | +23.5% |
| 3Y | +51.6% | -30.5% | +82.1% | +51.9% |
| 5Y | +86.4% | -75.7% | +162.1% | +101.0% |
| All | +146.4% | +157.4% | -11.0% | +95.8% |
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