+3.2%
EME vs EPAM
-9.2%
+12.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.5% |
| 7D | +11.3% | -1.1% | +12.5% | +11.2% |
| 30D | -14.6% | +41.8% | -56.4% | -7.7% |
| 3M | -20.4% | +63.4% | -83.8% | -11.5% |
| 6M | -28.3% | +72.2% | -100.5% | -17.7% |
| YTD | +8.6% | -20.0% | +28.6% | +15.8% |
| 1Y | +3.2% | -9.0% | +12.3% | +4.8% |
| All | +3.2% | -9.2% | +12.5% | +4.8% |
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