+2,080.7%
EME vs EPAM
+1,058.6%
+1,022.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.8% |
| 7D | -10.5% | +13.4% | -23.8% | -12.7% |
| 30D | -22.4% | +47.1% | -69.5% | -27.7% |
| 3M | -24.7% | +71.2% | -95.9% | -31.9% |
| 6M | -35.5% | +48.9% | -84.4% | -41.0% |
| YTD | -0.3% | -22.2% | +21.9% | +1.4% |
| 1Y | -6.7% | -5.2% | -1.6% | -8.8% |
| 3Y | +190.6% | -34.9% | +225.6% | +196.4% |
| 5Y | +367.3% | -77.4% | +444.7% | +449.3% |
| 10Y | +954.5% | +158.1% | +796.4% | +613.4% |
| All | +2,080.7% | +1,058.6% | +1,022.1% | +1,129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling