+3.2%
EL vs EPAM
-33.7%
+36.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.1% |
| 7D | +0.8% | +13.4% | -12.6% | -2.8% |
| 30D | +16.5% | +47.1% | -30.5% | +5.2% |
| 3M | +29.2% | +71.2% | -42.0% | +12.1% |
| 6M | +27.9% | +48.9% | -21.0% | +13.5% |
| YTD | +6.2% | -22.2% | +28.4% | +11.2% |
| 1Y | +27.2% | -5.2% | +32.3% | +25.1% |
| 3Y | +3.2% | -34.9% | +38.2% | -4.2% |
| All | +3.2% | -33.7% | +36.9% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling