+255.1%
ED vs EPAM
+1,105.1%
-850.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +20.6% | -19.7% | +0.1% |
| 7D | +5.2% | +23.0% | -17.9% | +4.2% |
| 30D | +15.5% | +51.6% | -36.1% | +13.6% |
| 3M | +13.0% | +50.8% | -37.8% | +11.0% |
| 6M | +13.1% | +51.1% | -38.0% | +10.9% |
| YTD | +25.3% | -19.1% | +44.4% | +25.7% |
| 1Y | +30.5% | +3.0% | +27.6% | +29.5% |
| 3Y | +49.3% | -31.2% | +80.5% | +49.6% |
| 5Y | +84.6% | -76.5% | +161.1% | +94.0% |
| 10Y | +135.4% | +168.4% | -33.0% | +108.4% |
| All | +255.1% | +1,105.1% | -850.0% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling