+426.6%
EFX vs EPAM
+751.2%
-324.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.0% | -5.8% |
| 7D | -8.6% | +2.0% | -10.6% | -9.1% |
| 30D | +0.1% | +6.5% | -6.4% | -1.8% |
| 3M | +3.8% | +19.9% | -16.1% | -1.3% |
| 6M | -13.5% | -16.9% | +3.4% | -10.3% |
| YTD | -17.7% | -42.9% | +25.2% | -7.3% |
| 1Y | -25.6% | -30.4% | +4.8% | -20.3% |
| 3Y | -12.1% | -54.7% | +42.6% | +0.9% |
| 5Y | -33.8% | -81.8% | +48.0% | -13.4% |
| 10Y | +45.1% | +65.5% | -20.3% | +16.3% |
| All | +426.6% | +751.2% | -324.6% | +275.2% |
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 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