+7.3%
EMB vs EPAM
-81.7%
+89.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | -0.5% | +18.4% | -18.8% | -1.5% |
| 3M | +0.3% | +19.2% | -18.9% | -0.9% |
| 6M | +1.2% | -21.0% | +22.1% | +2.3% |
| YTD | +1.5% | -43.7% | +45.2% | +4.4% |
| 1Y | +4.8% | -29.9% | +34.7% | +6.2% |
| 3Y | +30.4% | -56.5% | +86.9% | +34.7% |
| 5Y | +7.3% | -81.7% | +88.9% | +14.1% |
| All | +7.3% | -81.7% | +89.0% | +14.1% |
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