+64.5%
EMB vs EPAM
+1,091.5%
-1,026.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.7% | -1.1% | +0.5% | -0.6% |
| 30D | +0.5% | +41.8% | -41.3% | -1.9% |
| 3M | -2.5% | +63.4% | -65.8% | -5.8% |
| 6M | -2.0% | +72.2% | -74.2% | -6.1% |
| YTD | -0.9% | -20.0% | +19.2% | -0.2% |
| 1Y | -0.3% | -9.0% | +8.7% | -0.6% |
| 3Y | +29.2% | -30.4% | +59.6% | +29.6% |
| 5Y | +7.4% | -75.6% | +83.0% | +12.9% |
| 10Y | +35.8% | +161.2% | -125.4% | +23.0% |
| All | +64.5% | +1,091.5% | -1,026.9% | +43.7% |
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 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