+127.0%
EL vs EPAM
+1,105.1%
-978.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +20.6% | -24.6% | -8.7% |
| 7D | -1.1% | +23.0% | -24.1% | -6.5% |
| 30D | +15.3% | +51.6% | -36.3% | +3.6% |
| 3M | +24.2% | +50.8% | -26.6% | +11.2% |
| 6M | +30.9% | +51.1% | -20.3% | +16.1% |
| YTD | +3.9% | -19.1% | +23.0% | +5.7% |
| 1Y | +19.9% | +3.0% | +16.9% | +14.9% |
| 3Y | +2.5% | -31.2% | +33.7% | +4.8% |
| 5Y | -66.7% | -76.5% | +9.8% | -59.9% |
| 10Y | +54.9% | +168.4% | -113.6% | +13.1% |
| All | +127.0% | +1,105.1% | -978.1% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling