+28.7%
EMB vs EPAM
+170.1%
-141.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.3% |
| 7D | -0.1% | +13.4% | -13.5% | -1.2% |
| 30D | +1.3% | +47.1% | -45.8% | -1.9% |
| 3M | -2.2% | +71.2% | -73.4% | -6.5% |
| 6M | -2.3% | +48.9% | -51.3% | -6.0% |
| YTD | -0.6% | -22.2% | +21.6% | +0.5% |
| 1Y | +0.5% | -5.2% | +5.7% | -0.2% |
| 3Y | +29.4% | -34.9% | +64.4% | +30.7% |
| 5Y | +6.5% | -77.4% | +83.9% | +15.9% |
| All | +28.7% | +170.1% | -141.4% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling