-0.3%
EME vs EPAM
-11.8%
+11.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.0% |
| 7D | -4.4% | +9.1% | -13.4% | -1.9% |
| 30D | -17.3% | +38.5% | -55.7% | -11.2% |
| 3M | -20.0% | +61.0% | -81.0% | -11.6% |
| 6M | -29.1% | +58.0% | -87.1% | -19.8% |
| YTD | +6.9% | -23.5% | +30.4% | +13.0% |
| All | -0.3% | -11.8% | +11.4% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling