+249.6%
EME vs EPAM
-56.4%
+305.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.6% |
| 7D | +5.2% | -0.9% | +6.0% | +5.2% |
| 30D | -5.4% | +18.4% | -23.7% | -6.6% |
| 3M | -6.1% | +19.2% | -25.3% | -7.6% |
| 6M | +9.7% | -21.0% | +30.6% | +14.1% |
| YTD | +26.6% | -43.7% | +70.3% | +38.5% |
| 1Y | +24.6% | -29.9% | +54.5% | +29.7% |
| 3Y | +249.6% | -56.5% | +306.1% | +283.7% |
| All | +249.6% | -56.4% | +305.9% | +283.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling