+37.4%
ED vs EPAM
-54.6%
+91.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -1.4% |
| 7D | -0.2% | +2.0% | -2.1% | -0.1% |
| 30D | -0.1% | +6.5% | -6.7% | +0.1% |
| 3M | +3.9% | +19.9% | -16.0% | +4.4% |
| 6M | -3.0% | -16.9% | +13.9% | -3.7% |
| YTD | +10.7% | -42.9% | +53.6% | +8.9% |
| 1Y | +13.3% | -30.4% | +43.7% | +12.0% |
| All | +37.4% | -54.6% | +91.9% | +35.9% |
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