+83.9%
ED vs EPAM
-75.8%
+159.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.7% | -1.1% | -0.6% | -1.7% |
| 30D | +10.7% | +41.8% | -31.2% | +10.6% |
| 3M | +11.6% | +63.4% | -51.7% | +11.5% |
| 6M | +13.5% | +72.2% | -58.7% | +13.4% |
| YTD | +23.1% | -20.0% | +43.2% | +23.0% |
| 1Y | +23.1% | -9.0% | +32.1% | +22.8% |
| 3Y | +47.9% | -30.4% | +78.3% | +48.0% |
| 5Y | +83.9% | -75.6% | +159.5% | +86.7% |
| All | +83.9% | -75.8% | +159.6% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling