+68.6%
EMB vs EPAM
+751.2%
-682.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | 0.0% | +2.0% | -2.0% | -0.1% |
| 30D | -0.3% | +6.5% | -6.8% | -0.8% |
| 3M | -0.4% | +19.9% | -20.3% | -1.9% |
| 6M | +0.1% | -16.9% | +17.1% | +1.0% |
| YTD | +1.6% | -42.9% | +44.5% | +4.8% |
| 1Y | +5.6% | -30.4% | +36.0% | +7.3% |
| 3Y | +29.8% | -54.7% | +84.6% | +34.3% |
| 5Y | +7.3% | -81.8% | +89.1% | +15.0% |
| 10Y | +30.4% | +65.5% | -35.0% | +21.6% |
| All | +68.6% | +751.2% | -682.6% | +50.9% |
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