+7.8%
EIX vs EPAM
-9.2%
+17.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.2% |
| 7D | -1.5% | -1.1% | -0.3% | -1.6% |
| 30D | +8.1% | +41.8% | -33.7% | +12.2% |
| 3M | -12.1% | +63.4% | -75.5% | -7.6% |
| 6M | -13.4% | +72.2% | -85.6% | -8.2% |
| YTD | +5.6% | -20.0% | +25.6% | +3.2% |
| 1Y | +7.8% | -9.0% | +16.9% | +4.4% |
| All | +7.8% | -9.2% | +17.1% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling