+3.7%
EL vs EPAM
-36.8%
+40.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.2% |
| 7D | +8.0% | +9.1% | -1.0% | +5.2% |
| 30D | +15.4% | +38.5% | -23.1% | +5.7% |
| 3M | +28.5% | +61.0% | -32.4% | +13.1% |
| 6M | +32.2% | +58.0% | -25.8% | +15.5% |
| YTD | +9.2% | -23.5% | +32.6% | +14.7% |
| 1Y | +30.8% | -10.5% | +41.3% | +30.9% |
| 3Y | +3.7% | -33.8% | +37.5% | -9.2% |
| All | +3.7% | -36.8% | +40.4% | -9.2% |
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