+35.3%
EIX vs EPAM
+156.9%
-121.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -2.5% | +18.5% | -21.1% | -4.2% |
| 30D | +7.7% | +44.0% | -36.3% | +3.9% |
| 3M | -12.9% | +63.0% | -75.8% | -17.2% |
| 6M | -12.7% | +67.3% | -79.9% | -17.7% |
| YTD | +5.5% | -20.5% | +26.0% | +6.8% |
| 1Y | +9.4% | -9.6% | +19.0% | +9.0% |
| 3Y | +9.7% | -30.8% | +40.5% | +10.4% |
| 5Y | +16.9% | -75.6% | +92.6% | +32.0% |
| All | +35.3% | +156.9% | -121.6% | -1.3% |
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