+217.3%
EFV vs EPAM
+751.2%
-533.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.2% |
| 7D | +1.5% | +2.0% | -0.5% | +1.2% |
| 30D | +1.7% | +6.5% | -4.8% | +0.4% |
| 3M | +8.6% | +19.9% | -11.3% | +4.7% |
| 6M | +11.7% | -16.9% | +28.6% | +13.7% |
| YTD | +19.3% | -42.9% | +62.2% | +28.1% |
| 1Y | +30.2% | -30.4% | +60.6% | +34.9% |
| 3Y | +91.6% | -54.7% | +146.3% | +107.0% |
| 5Y | +96.4% | -81.8% | +178.2% | +132.4% |
| 10Y | +166.5% | +65.5% | +101.0% | +97.5% |
| All | +217.3% | +751.2% | -533.9% | +93.4% |
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