+87.7%
EFV vs EPAM
-77.4%
+165.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.0% |
| 7D | -0.7% | +13.4% | -14.0% | -2.0% |
| 30D | +0.9% | +47.1% | -46.2% | -3.1% |
| 3M | -3.6% | +71.2% | -74.7% | -8.9% |
| 6M | +2.5% | +48.9% | -46.4% | -2.3% |
| YTD | +13.2% | -22.2% | +35.4% | +15.0% |
| 1Y | +20.3% | -5.2% | +25.5% | +19.4% |
| 3Y | +84.9% | -34.9% | +119.9% | +87.3% |
| All | +87.7% | -77.4% | +165.1% | +98.2% |
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