+4.8%
EFX vs EPAM
-30.1%
+34.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.8% | +2.4% | -3.2% | -1.5% |
| 30D | +25.1% | +42.3% | -17.2% | +11.5% |
| 3M | +1.7% | +60.7% | -59.0% | -12.8% |
| 6M | +18.4% | +80.5% | -62.1% | -2.9% |
| YTD | -12.5% | -20.4% | +7.9% | -11.1% |
| 1Y | -8.1% | -9.6% | +1.5% | -9.7% |
| 3Y | +4.8% | -30.5% | +35.3% | -1.7% |
| All | +4.8% | -30.1% | +34.9% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling