+914.2%
EME vs EPAM
+168.6%
+745.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.9% |
| 7D | -8.8% | +18.8% | -27.6% | -11.7% |
| 30D | -18.2% | +44.9% | -63.2% | -23.6% |
| 3M | -20.2% | +68.6% | -88.8% | -27.7% |
| 6M | -29.9% | +65.4% | -95.3% | -37.2% |
| YTD | +5.7% | -19.9% | +25.6% | +7.7% |
| 1Y | -1.5% | -10.0% | +8.6% | -2.1% |
| 3Y | +208.4% | -30.3% | +238.7% | +211.9% |
| 5Y | +401.9% | -75.7% | +477.6% | +514.3% |
| 10Y | +914.2% | +167.2% | +747.0% | +424.9% |
| All | +914.2% | +168.6% | +745.6% | +424.9% |
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 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