+63.7%
EL vs EPAM
+157.4%
-93.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.5% | +2.4% | -0.9% | +0.8% |
| 30D | +10.0% | +42.3% | -32.3% | -1.1% |
| 3M | +28.4% | +60.7% | -32.2% | +11.4% |
| 6M | +37.1% | +80.5% | -43.4% | +13.5% |
| YTD | +7.8% | -20.4% | +28.2% | +10.5% |
| 1Y | +26.0% | -9.6% | +35.6% | +24.5% |
| 3Y | +3.8% | -30.5% | +34.3% | +5.9% |
| 5Y | -65.2% | -75.7% | +10.5% | -55.6% |
| All | +63.7% | +157.4% | -93.7% | -6.0% |
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