+25.4%
EL vs EPAM
-10.0%
+35.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +0.3% | +18.5% | -18.3% | -2.2% |
| 30D | +12.3% | +44.0% | -31.8% | +5.6% |
| 3M | +28.4% | +63.0% | -34.6% | +17.8% |
| 6M | +36.7% | +67.3% | -30.5% | +24.4% |
| YTD | +8.4% | -20.5% | +28.9% | +10.3% |
| 1Y | +25.4% | -9.6% | +35.0% | +13.9% |
| All | +25.4% | -10.0% | +35.5% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling