+28.8%
EMB vs EPAM
-33.7%
+62.5%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.1% |
| 7D | -0.1% | +13.4% | -13.5% | -0.5% |
| 30D | +1.3% | +47.1% | -45.8% | 0.0% |
| 3M | -2.7% | +71.2% | -73.9% | -4.5% |
| 6M | -2.8% | +48.9% | -51.8% | -4.3% |
| YTD | -1.1% | -22.2% | +21.1% | 0.0% |
| 1Y | 0.0% | -5.2% | +5.2% | 0.0% |
| 3Y | +28.8% | -34.9% | +63.7% | +27.7% |
| All | +28.8% | -33.7% | +62.5% | +27.7% |
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