+64.1%
EMB vs EPAM
+1,058.6%
-994.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.2% |
| 7D | -0.1% | +13.4% | -13.5% | -1.0% |
| 30D | +1.3% | +47.1% | -45.8% | -1.4% |
| 3M | -2.7% | +71.2% | -73.9% | -6.4% |
| 6M | -2.8% | +48.9% | -51.8% | -6.0% |
| YTD | -1.1% | -22.2% | +21.1% | -0.3% |
| 1Y | 0.0% | -5.2% | +5.2% | -0.6% |
| 3Y | +28.8% | -34.9% | +63.7% | +29.8% |
| 5Y | +6.0% | -77.4% | +83.4% | +12.0% |
| 10Y | +29.1% | +158.1% | -128.9% | +17.2% |
| All | +64.1% | +1,058.6% | -994.5% | +43.6% |
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