+213.9%
EME vs EPAM
-30.1%
+244.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +8.4% | +2.4% | +6.0% | +8.3% |
| 30D | -11.5% | +42.3% | -53.8% | -12.6% |
| 3M | -20.6% | +60.7% | -81.3% | -22.4% |
| 6M | -28.5% | +80.5% | -109.0% | -31.2% |
| YTD | +8.0% | -20.4% | +28.4% | +16.3% |
| 1Y | +6.8% | -9.6% | +16.4% | +11.9% |
| 3Y | +213.9% | -30.5% | +244.4% | +212.7% |
| All | +213.9% | -30.1% | +244.0% | +212.7% |
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