+63.0%
EL vs EPAM
+165.6%
-102.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +0.3% | +18.5% | -18.3% | -5.1% |
| 30D | +12.3% | +44.0% | -31.8% | +0.6% |
| 3M | +28.4% | +63.0% | -34.6% | +11.0% |
| 6M | +36.7% | +67.3% | -30.5% | +15.7% |
| YTD | +8.4% | -20.5% | +28.9% | +11.2% |
| 1Y | +25.4% | -9.6% | +35.0% | +23.9% |
| 3Y | +3.4% | -30.8% | +34.3% | +5.7% |
| 5Y | -64.8% | -75.6% | +10.9% | -55.1% |
| 10Y | +63.0% | +159.6% | -96.6% | -6.4% |
| All | +63.0% | +165.6% | -102.6% | -6.4% |
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 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