+882.5%
EME vs EPAM
+158.4%
+724.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +11.3% | -1.1% | +12.5% | +11.4% |
| 30D | -14.6% | +41.8% | -56.4% | -19.9% |
| 3M | -20.4% | +63.4% | -83.8% | -27.5% |
| 6M | -28.3% | +72.2% | -100.5% | -36.3% |
| YTD | +8.6% | -20.0% | +28.6% | +10.6% |
| 1Y | +3.2% | -9.0% | +12.3% | +2.3% |
| 3Y | +216.8% | -30.4% | +247.1% | +220.4% |
| 5Y | +417.5% | -75.6% | +493.1% | +532.5% |
| All | +882.5% | +158.4% | +724.1% | +401.7% |
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 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