+17.9%
EIX vs EPAM
-77.4%
+95.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.3% |
| 7D | +1.0% | +13.4% | -12.4% | +0.5% |
| 30D | +9.1% | +47.1% | -38.0% | +7.4% |
| 3M | -10.2% | +71.2% | -81.4% | -12.4% |
| 6M | -11.2% | +48.9% | -60.2% | -13.0% |
| YTD | +4.5% | -22.2% | +26.7% | +5.7% |
| 1Y | +10.9% | -5.2% | +16.0% | +10.7% |
| 3Y | +8.4% | -34.9% | +43.4% | +9.2% |
| All | +17.9% | -77.4% | +95.4% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling