+1,286.6%
EME vs EPAM
+65.2%
+1,221.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.8% |
| 7D | +5.2% | -0.9% | +6.0% | +5.3% |
| 30D | -5.4% | +18.4% | -23.7% | -8.3% |
| 3M | -6.1% | +19.2% | -25.3% | -10.1% |
| 6M | +9.7% | -21.0% | +30.6% | +12.9% |
| YTD | +26.6% | -43.7% | +70.3% | +37.9% |
| 1Y | +24.6% | -29.9% | +54.5% | +29.2% |
| 3Y | +249.6% | -56.5% | +306.1% | +287.6% |
| 5Y | +556.6% | -81.7% | +638.2% | +734.4% |
| 10Y | +1,286.6% | +64.5% | +1,222.1% | +725.3% |
| All | +1,286.6% | +65.2% | +1,221.4% | +725.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling