+41.0%
EFX vs EPAM
+63.0%
-22.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | -9.4% | -2.2% | -7.2% | -8.8% |
| 30D | -6.9% | +17.8% | -24.7% | -11.1% |
| 3M | +0.1% | +19.9% | -19.8% | -5.5% |
| 6M | -17.3% | -21.6% | +4.3% | -12.5% |
| YTD | -21.8% | -44.0% | +22.2% | -10.0% |
| 1Y | -32.5% | -30.5% | -2.0% | -27.1% |
| 3Y | -12.3% | -56.8% | +44.4% | +3.6% |
| 5Y | -36.6% | -81.7% | +45.1% | -11.5% |
| 10Y | +41.0% | +68.4% | -27.4% | -11.9% |
| All | +41.0% | +63.0% | -22.0% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling