-66.0%
EL vs EPAM
-77.4%
+11.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.1% |
| 7D | +0.8% | +13.4% | -12.6% | -2.7% |
| 30D | +16.5% | +47.1% | -30.5% | +5.8% |
| 3M | +29.2% | +71.2% | -42.0% | +13.1% |
| 6M | +27.9% | +48.9% | -21.0% | +14.3% |
| YTD | +6.2% | -22.2% | +28.4% | +9.2% |
| 1Y | +27.2% | -5.2% | +32.3% | +24.6% |
| 3Y | +3.2% | -34.9% | +38.2% | +6.4% |
| All | -66.0% | -77.4% | +11.5% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling