+32.0%
EL vs EPAM
+65.3%
-33.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.3% | +3.6% |
| 7D | +0.8% | +2.0% | -1.2% | +0.2% |
| 30D | +19.8% | +6.5% | +13.3% | +17.4% |
| 3M | +25.7% | +19.9% | +5.8% | +18.4% |
| 6M | +5.4% | -16.9% | +22.4% | +9.3% |
| YTD | +0.2% | -42.9% | +43.1% | +13.9% |
| 1Y | +20.4% | -30.4% | +50.8% | +28.8% |
| 3Y | -32.1% | -54.7% | +22.6% | -21.2% |
| 5Y | -67.2% | -81.8% | +14.6% | -54.5% |
| All | +32.0% | +65.3% | -33.3% | -11.8% |
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