+35.3%
EMB vs EPAM
+168.6%
-133.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.0% |
| 7D | +0.5% | +18.8% | -18.3% | -1.0% |
| 30D | +0.9% | +44.9% | -44.1% | -2.1% |
| 3M | -2.1% | +68.6% | -70.7% | -6.3% |
| 6M | -2.2% | +65.4% | -67.6% | -6.6% |
| YTD | -0.6% | -19.9% | +19.3% | +0.2% |
| 1Y | +0.2% | -10.0% | +10.2% | 0.0% |
| 3Y | +29.5% | -30.3% | +59.8% | +30.0% |
| 5Y | +8.0% | -75.7% | +83.7% | +16.6% |
| 10Y | +35.3% | +167.2% | -131.9% | +17.8% |
| All | +35.3% | +168.6% | -133.3% | +17.8% |
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