+35.4%
EIX vs EPAM
+158.4%
-123.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.5% | -1.1% | -0.3% | -1.4% |
| 30D | +8.1% | +41.8% | -33.7% | +4.4% |
| 3M | -12.1% | +63.4% | -75.5% | -16.5% |
| 6M | -13.4% | +72.2% | -85.6% | -18.7% |
| YTD | +5.6% | -20.0% | +25.6% | +6.8% |
| 1Y | +7.8% | -9.0% | +16.9% | +7.4% |
| 3Y | +9.8% | -30.4% | +40.2% | +10.4% |
| 5Y | +18.8% | -75.6% | +94.4% | +34.3% |
| All | +35.4% | +158.4% | -123.0% | -1.2% |
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 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