+463.9%
EFX vs EPAM
+1,058.6%
-594.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.2% |
| 7D | +2.7% | +13.4% | -10.7% | -1.0% |
| 30D | +33.1% | +47.1% | -14.0% | +20.3% |
| 3M | +8.2% | +71.2% | -63.0% | -5.9% |
| 6M | +10.2% | +48.9% | -38.8% | -1.6% |
| YTD | -11.8% | -22.2% | +10.4% | -8.6% |
| 1Y | -6.1% | -5.2% | -0.9% | -7.2% |
| 3Y | +7.5% | -34.9% | +42.4% | +12.1% |
| 5Y | -30.7% | -77.4% | +46.7% | -14.5% |
| 10Y | +68.7% | +158.1% | -89.4% | +22.0% |
| All | +463.9% | +1,058.6% | -594.8% | +269.8% |
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