+134.3%
ED vs EPAM
+163.7%
-29.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | -0.1% |
| 7D | -0.1% | +9.1% | -9.1% | -0.5% |
| 30D | +11.6% | +38.5% | -26.9% | +10.0% |
| 3M | +10.5% | +61.0% | -50.4% | +8.2% |
| 6M | +13.2% | +58.0% | -44.8% | +10.7% |
| YTD | +22.1% | -23.5% | +45.6% | +22.9% |
| 1Y | +24.2% | -10.5% | +34.7% | +23.9% |
| 3Y | +46.9% | -33.8% | +80.7% | +47.5% |
| 5Y | +80.8% | -78.1% | +158.9% | +97.0% |
| 10Y | +134.3% | +157.7% | -23.5% | +87.4% |
| All | +134.3% | +163.7% | -29.4% | +87.4% |
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 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