+161.4%
EIX vs EPAM
+1,105.1%
-943.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +20.6% | -21.6% | -2.6% |
| 7D | +2.5% | +23.0% | -20.5% | +0.6% |
| 30D | +14.1% | +51.6% | -37.5% | +10.0% |
| 3M | -9.4% | +50.8% | -60.2% | -12.9% |
| 6M | -9.1% | +51.1% | -60.2% | -13.0% |
| YTD | +7.1% | -19.1% | +26.3% | +8.0% |
| 1Y | +13.3% | +3.0% | +10.3% | +11.3% |
| 3Y | +10.9% | -31.2% | +42.0% | +11.5% |
| 5Y | +21.0% | -76.5% | +97.5% | +31.4% |
| 10Y | +33.6% | +168.4% | -134.8% | +11.3% |
| All | +161.4% | +1,105.1% | -943.7% | +97.2% |
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 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