+78.4%
EFX vs EPAM
+158.4%
-80.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -3.6% | -1.1% | -2.5% | -3.4% |
| 30D | +25.3% | +41.8% | -16.6% | +12.7% |
| 3M | +3.8% | +63.4% | -59.6% | -10.4% |
| 6M | +12.7% | +72.2% | -59.5% | -4.9% |
| YTD | -13.1% | -20.0% | +6.9% | -10.3% |
| 1Y | -9.3% | -9.0% | -0.3% | -9.7% |
| 3Y | +3.5% | -30.4% | +33.9% | +6.3% |
| 5Y | -30.6% | -75.6% | +45.0% | -10.6% |
| All | +78.4% | +158.4% | -80.0% | -8.6% |
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