+48.6%
ED vs EPAM
-31.1%
+79.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +20.6% | -19.7% | +1.4% |
| 7D | +5.2% | +23.0% | -17.9% | +5.7% |
| 30D | +15.5% | +51.6% | -36.1% | +16.8% |
| 3M | +13.0% | +50.8% | -37.8% | +14.4% |
| 6M | +13.1% | +51.1% | -38.0% | +14.3% |
| YTD | +25.3% | -19.1% | +44.4% | +23.7% |
| 1Y | +30.5% | +3.0% | +27.6% | +29.8% |
| All | +48.6% | -31.1% | +79.6% | +44.6% |
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